+136.2%
BP vs IFF
-35.8%
+172.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | +5.2% | -3.2% | +8.4% | +5.5% |
| 30D | +8.7% | -0.3% | +9.0% | +8.7% |
| 3M | +9.3% | +8.4% | +0.9% | +8.2% |
| 6M | +13.6% | +23.0% | -9.5% | +9.8% |
| YTD | +37.7% | +25.5% | +12.2% | +32.1% |
| 1Y | +40.6% | +29.1% | +11.6% | +34.0% |
| 3Y | +40.3% | +31.7% | +8.7% | +30.9% |
| All | +136.2% | -35.8% | +172.0% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 5y: compounded portfolio wealth divided by compounded IFF 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…
5y analysis · Full analysis span regression · 6 months rolling