+133.9%
BP vs IAG
+401.0%
-267.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.4% | +1.6% |
| 7D | +4.0% | +1.7% | +2.3% | +3.8% |
| 30D | +7.8% | +11.4% | -3.6% | +6.7% |
| 3M | +8.4% | +33.0% | -24.7% | +5.2% |
| 6M | +15.1% | -6.0% | +21.1% | +14.6% |
| YTD | +36.4% | +24.6% | +11.9% | +31.6% |
| 1Y | +40.9% | +105.0% | -64.1% | +28.6% |
| 3Y | +38.8% | +837.9% | -799.1% | +5.4% |
| 5Y | +141.1% | +817.0% | -675.9% | +76.7% |
| 10Y | +133.9% | +425.3% | -291.4% | +70.2% |
| All | +133.9% | +401.0% | -267.1% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling