+40.9%
BP vs IAG
+102.4%
-61.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.4% | +1.8% |
| 7D | +4.0% | +1.7% | +2.3% | +4.0% |
| 30D | +7.8% | +11.4% | -3.6% | +8.1% |
| 3M | +8.4% | +33.0% | -24.7% | +9.1% |
| 6M | +15.1% | -6.0% | +21.1% | +16.7% |
| YTD | +36.4% | +24.6% | +11.9% | +37.7% |
| 1Y | +40.9% | +105.0% | -64.1% | +39.0% |
| All | +40.9% | +102.4% | -61.5% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling