+30.7%
BP vs IR
+10.1%
+20.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.3% |
| 7D | +2.5% | +4.3% | -1.7% | +3.1% |
| 30D | -5.6% | +8.1% | -13.7% | -4.4% |
| 3M | +8.0% | +0.7% | +7.3% | +8.3% |
| 6M | +5.7% | +16.6% | -11.0% | +7.6% |
| YTD | +36.8% | +7.8% | +29.0% | +38.1% |
| 1Y | +30.7% | +9.9% | +20.8% | +32.2% |
| All | +30.7% | +10.1% | +20.6% | +32.2% |
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