+1,397.0%
BP vs IFF
+833.5%
+563.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.3% |
| 7D | +4.0% | -3.0% | +7.0% | +5.0% |
| 30D | +7.8% | -0.9% | +8.8% | +8.0% |
| 3M | +8.4% | +11.8% | -3.5% | +3.6% |
| 6M | +15.1% | +16.5% | -1.5% | +6.5% |
| YTD | +36.4% | +26.5% | +9.9% | +22.2% |
| 1Y | +40.9% | +32.7% | +8.2% | +23.7% |
| 3Y | +38.8% | +32.0% | +6.8% | +18.8% |
| 5Y | +141.1% | -36.1% | +177.2% | +155.8% |
| 10Y | +133.9% | -20.1% | +154.0% | +119.8% |
| All | +1,397.0% | +833.5% | +563.5% | +645.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling