+130.2%
BP vs IP
+26.3%
+104.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -11.6% | -5.1% | -6.6% | -10.3% |
| 30D | 0.0% | +8.5% | -8.5% | -2.6% |
| 3M | +6.7% | -13.8% | +20.6% | +11.0% |
| 6M | +2.2% | +5.7% | -3.6% | -2.4% |
| YTD | +33.0% | -9.1% | +42.1% | +31.0% |
| 1Y | +30.7% | -0.8% | +31.5% | +24.2% |
| 3Y | +44.2% | +14.8% | +29.4% | +19.4% |
| 5Y | +105.1% | -11.5% | +116.7% | +88.0% |
| All | +130.2% | +26.3% | +104.0% | +78.4% |
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