+133.9%
BP vs IBN
+312.2%
-178.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.3% |
| 7D | +4.0% | -5.1% | +9.1% | +5.5% |
| 30D | +7.8% | -3.5% | +11.4% | +8.8% |
| 3M | +8.4% | +11.3% | -2.9% | +4.8% |
| 6M | +15.1% | +4.4% | +10.6% | +12.8% |
| YTD | +36.4% | -1.8% | +38.2% | +35.7% |
| 1Y | +40.9% | -8.0% | +48.9% | +42.8% |
| 3Y | +38.8% | +27.1% | +11.8% | +25.3% |
| 5Y | +141.1% | +54.5% | +86.6% | +101.5% |
| 10Y | +133.9% | +314.2% | -180.3% | +52.2% |
| All | +133.9% | +312.2% | -178.3% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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