+135.8%
BP vs IAG
+766.8%
-631.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.6% |
| 7D | +0.9% | +4.3% | -3.3% | +0.6% |
| 30D | +9.1% | +9.8% | -0.6% | +8.1% |
| 3M | +3.9% | +28.9% | -25.0% | +1.2% |
| 6M | +13.6% | -7.6% | +21.2% | +13.5% |
| YTD | +34.0% | +22.0% | +12.1% | +29.5% |
| 1Y | +39.2% | +99.5% | -60.3% | +26.6% |
| 3Y | +36.4% | +818.3% | -781.8% | -0.1% |
| 5Y | +135.8% | +785.9% | -650.1% | +64.5% |
| All | +135.8% | +766.8% | -631.0% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling