+39.2%
BP vs IR
-7.1%
+46.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.1% | +2.2% |
| 7D | +0.9% | +0.6% | +0.3% | +1.0% |
| 30D | +9.1% | -13.6% | +22.7% | +7.5% |
| 3M | +3.9% | +3.7% | +0.2% | +3.6% |
| 6M | +13.6% | -13.1% | +26.7% | +14.3% |
| YTD | +34.0% | -5.1% | +39.1% | +32.9% |
| 1Y | +39.2% | -6.5% | +45.6% | +38.3% |
| All | +39.2% | -7.1% | +46.3% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling