+133.9%
BP vs IT
+88.4%
+45.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.1% |
| 7D | +4.0% | -9.1% | +13.1% | +5.9% |
| 30D | +7.8% | -12.2% | +20.0% | +10.4% |
| 3M | +8.4% | +7.8% | +0.6% | +4.6% |
| 6M | +15.1% | +2.0% | +13.1% | +11.7% |
| YTD | +36.4% | -32.7% | +69.2% | +45.9% |
| 1Y | +40.9% | -31.1% | +72.0% | +48.5% |
| 3Y | +38.8% | -52.1% | +90.9% | +55.1% |
| 5Y | +141.1% | -46.3% | +187.4% | +149.3% |
| 10Y | +133.9% | +91.4% | +42.6% | +50.7% |
| All | +133.9% | +88.4% | +45.5% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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