+7,218.9%
BNY vs IP
+331.0%
+6,887.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.2% |
| 7D | +0.4% | -5.1% | +5.5% | +2.7% |
| 30D | +4.0% | +8.5% | -4.6% | 0.0% |
| 3M | -6.6% | -13.8% | +7.2% | -0.9% |
| 6M | +11.5% | +5.7% | +5.7% | +6.0% |
| YTD | +29.5% | -9.1% | +38.6% | +28.8% |
| 1Y | +38.7% | -0.8% | +39.5% | +31.9% |
| 3Y | +251.5% | +14.8% | +236.7% | +192.0% |
| 5Y | +187.5% | -11.5% | +199.0% | +166.8% |
| 10Y | +343.8% | +27.9% | +315.9% | +228.6% |
| All | +7,218.9% | +331.0% | +6,887.9% | +2,394.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling