+1,175.5%
BP vs IT
+6,105.9%
-4,930.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.2% | +1.2% |
| 7D | +3.9% | -6.0% | +10.0% | +4.8% |
| 30D | +7.6% | 0.0% | +7.6% | +7.4% |
| 3M | +0.7% | +13.1% | -12.4% | -2.3% |
| 6M | +15.5% | +11.7% | +3.8% | +11.8% |
| YTD | +30.8% | -26.1% | +56.9% | +34.0% |
| 1Y | +34.3% | -21.3% | +55.6% | +35.6% |
| 3Y | +35.1% | -46.7% | +81.8% | +42.3% |
| 5Y | +126.8% | -40.5% | +167.3% | +132.1% |
| 10Y | +123.4% | +103.9% | +19.5% | +86.8% |
| All | +1,175.5% | +6,105.9% | -4,930.3% | +576.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling