+131.1%
BP vs IP
+25.2%
+105.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.8% |
| 7D | -11.2% | -5.0% | -6.3% | -9.9% |
| 30D | -0.7% | +6.5% | -7.2% | -2.8% |
| 3M | +9.8% | -18.0% | +27.8% | +15.9% |
| 6M | -1.6% | +10.3% | -11.9% | -7.5% |
| YTD | +33.5% | -9.9% | +43.4% | +31.9% |
| 1Y | +31.7% | -1.1% | +32.8% | +25.2% |
| 3Y | +45.1% | +13.0% | +32.1% | +20.9% |
| 5Y | +105.9% | -12.3% | +118.2% | +89.2% |
| All | +131.1% | +25.2% | +105.9% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling