+262.4%
BP vs IAG
+331.8%
-69.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.6% | +0.7% |
| 7D | -6.3% | +16.8% | -23.2% | -8.2% |
| 30D | -3.6% | -1.5% | -2.1% | -3.8% |
| 3M | +5.2% | +0.5% | +4.8% | +4.5% |
| 6M | +5.3% | -1.0% | +6.3% | +4.0% |
| YTD | +33.1% | +12.3% | +20.8% | +27.7% |
| 1Y | +26.3% | +39.2% | -13.0% | +17.7% |
| 3Y | +47.5% | +712.3% | -664.8% | +5.7% |
| 5Y | +106.2% | +484.2% | -378.1% | +47.3% |
| 10Y | +127.0% | +382.3% | -255.3% | +51.8% |
| All | +262.4% | +331.8% | -69.4% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling