+220.2%
BP vs IBN
+1,532.9%
-1,312.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +3.9% | +1.4% | +2.5% | +3.6% |
| 30D | +7.6% | -0.3% | +7.9% | +7.7% |
| 3M | +0.7% | +17.1% | -16.4% | -2.7% |
| 6M | +15.5% | +3.4% | +12.1% | +14.0% |
| YTD | +30.8% | +2.5% | +28.3% | +29.2% |
| 1Y | +34.3% | -4.2% | +38.5% | +34.4% |
| 3Y | +35.1% | +32.4% | +2.7% | +25.1% |
| 5Y | +126.8% | +59.2% | +67.6% | +100.5% |
| 10Y | +123.4% | +345.7% | -222.3% | +54.6% |
| All | +220.2% | +1,532.9% | -1,312.7% | +58.8% |
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