+225.8%
BP vs IBN
+1,779.7%
-1,553.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.3% |
| 7D | -6.3% | +15.8% | -22.1% | -9.2% |
| 30D | -3.6% | +25.1% | -28.7% | -8.1% |
| 3M | +5.2% | +16.0% | -10.7% | +1.8% |
| 6M | +5.3% | +32.8% | -27.5% | -1.2% |
| YTD | +33.1% | +18.0% | +15.1% | +27.4% |
| 1Y | +26.3% | +15.9% | +10.4% | +21.3% |
| 3Y | +47.5% | +57.6% | -10.1% | +31.5% |
| 5Y | +106.2% | +74.7% | +31.5% | +78.7% |
| 10Y | +127.0% | +373.9% | -247.0% | +55.0% |
| All | +225.8% | +1,779.7% | -1,553.9% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling