+106.2%
BP vs IT
-43.9%
+150.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -6.3% | -7.5% | +1.2% | -5.9% |
| 30D | -3.6% | -1.2% | -2.4% | -3.7% |
| 3M | +5.2% | -2.2% | +7.4% | +5.1% |
| 6M | +5.3% | +19.1% | -13.8% | +3.4% |
| YTD | +33.1% | -25.1% | +58.2% | +35.9% |
| 1Y | +26.3% | -17.4% | +43.7% | +27.4% |
| 3Y | +47.5% | -54.1% | +101.6% | +58.9% |
| 5Y | +106.2% | -42.7% | +148.8% | +107.2% |
| All | +106.2% | -43.9% | +150.1% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling