+225.5%
BP vs IBN
+1,726.4%
-1,500.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.2% |
| 7D | -11.6% | +15.1% | -26.7% | -14.3% |
| 30D | 0.0% | +21.6% | -21.6% | -4.1% |
| 3M | +6.7% | +11.2% | -4.4% | +4.2% |
| 6M | +2.2% | +27.8% | -25.6% | -3.4% |
| YTD | +33.0% | +14.7% | +18.3% | +28.0% |
| 1Y | +30.7% | +14.4% | +16.3% | +25.9% |
| 3Y | +44.2% | +52.1% | -7.9% | +29.5% |
| 5Y | +105.1% | +70.7% | +34.4% | +78.6% |
| 10Y | +133.5% | +385.5% | -252.0% | +58.7% |
| All | +225.5% | +1,726.4% | -1,500.9% | +57.3% |
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