+112.8%
BP vs IR
+46.0%
+66.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +3.8% | +2.5% | +1.3% | +3.2% |
| 30D | -5.3% | +9.2% | -14.5% | -7.5% |
| 3M | +9.3% | +0.9% | +8.3% | +8.7% |
| 6M | +7.2% | +19.2% | -12.0% | +1.0% |
| YTD | +38.0% | +7.5% | +30.6% | +32.2% |
| 1Y | +33.2% | +11.7% | +21.5% | +25.6% |
| 3Y | +50.3% | +23.9% | +26.4% | +29.7% |
| All | +112.8% | +46.0% | +66.8% | +59.6% |
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