+140.1%
BP vs IAG
+384.2%
-244.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.1% | +6.4% | +1.7% |
| 7D | +2.5% | -2.1% | +4.6% | +2.6% |
| 30D | -5.6% | -6.2% | +0.6% | -5.3% |
| 3M | +8.0% | -5.1% | +13.2% | +8.0% |
| 6M | +5.7% | -10.0% | +15.6% | +5.6% |
| YTD | +36.8% | +3.9% | +32.9% | +33.4% |
| 1Y | +30.7% | +18.9% | +11.8% | +25.6% |
| 3Y | +51.6% | +651.8% | -600.1% | +16.5% |
| 5Y | +112.2% | +416.3% | -304.1% | +62.4% |
| All | +140.1% | +384.2% | -244.1% | +76.1% |
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