+110.3%
BP vs IR
+342.0%
-231.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -1.6% |
| 7D | -6.9% | +5.0% | -11.9% | -8.7% |
| 30D | -3.6% | +10.3% | -13.9% | -7.5% |
| 3M | +8.4% | -0.1% | +8.5% | +7.8% |
| 6M | +5.3% | +14.8% | -9.4% | -2.1% |
| YTD | +33.2% | +9.7% | +23.4% | +23.8% |
| 1Y | +28.2% | +12.2% | +16.0% | +17.7% |
| 3Y | +49.2% | +30.0% | +19.3% | +22.8% |
| 5Y | +102.9% | +46.8% | +56.1% | +53.0% |
| All | +110.3% | +342.0% | -231.7% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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