+40.9%
BP vs IT
-30.5%
+71.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +1.7% |
| 7D | +4.0% | -9.1% | +13.1% | +3.6% |
| 30D | +7.8% | -12.2% | +20.0% | +7.3% |
| 3M | +8.4% | +7.8% | +0.6% | +8.8% |
| 6M | +15.1% | +2.0% | +13.1% | +15.1% |
| YTD | +36.4% | -32.7% | +69.2% | +31.7% |
| 1Y | +40.9% | -31.1% | +72.0% | +35.1% |
| All | +40.9% | -30.5% | +71.4% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling