+103.9%
BP vs IR
+44.3%
+59.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -11.6% | +3.7% | -15.3% | -12.4% |
| 30D | 0.0% | +7.4% | -7.4% | -1.9% |
| 3M | +6.7% | -5.9% | +12.7% | +8.1% |
| 6M | +2.2% | +5.6% | -3.4% | -0.3% |
| YTD | +33.0% | +4.8% | +28.1% | +28.1% |
| 1Y | +30.7% | +6.9% | +23.8% | +24.8% |
| 3Y | +44.2% | +27.6% | +16.6% | +22.3% |
| All | +103.9% | +44.3% | +59.6% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling