+122.1%
BP vs IP
+23.2%
+98.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.2% |
| 7D | +3.9% | -5.3% | +9.2% | +5.6% |
| 30D | +7.6% | -10.9% | +18.5% | +11.2% |
| 3M | +0.7% | +11.2% | -10.5% | -4.5% |
| 6M | +15.5% | -10.2% | +25.7% | +16.3% |
| YTD | +30.8% | -2.0% | +32.8% | +26.5% |
| 1Y | +34.3% | -19.1% | +53.4% | +38.7% |
| 3Y | +35.1% | +20.9% | +14.2% | +10.8% |
| 5Y | +126.8% | -17.8% | +144.6% | +119.4% |
| All | +122.1% | +23.2% | +98.9% | +64.2% |
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