+256.1%
BP vs IAG
+377.5%
-121.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | +3.9% | -0.5% | +4.5% | +3.9% |
| 30D | +7.6% | +28.9% | -21.3% | +4.1% |
| 3M | +0.7% | +19.1% | -18.4% | -2.1% |
| 6M | +15.5% | -10.3% | +25.7% | +15.2% |
| YTD | +30.8% | +24.2% | +6.6% | +24.6% |
| 1Y | +34.3% | +116.5% | -82.2% | +18.5% |
| 3Y | +35.1% | +742.8% | -707.7% | -3.4% |
| 5Y | +126.8% | +753.3% | -626.5% | +55.1% |
| 10Y | +123.4% | +403.2% | -279.8% | +48.3% |
| All | +256.1% | +377.5% | -121.4% | +83.6% |
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