+1,217.8%
BP vs IT
+6,324.9%
-5,107.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.6% | +1.2% |
| 7D | -0.8% | -6.8% | +6.1% | +0.3% |
| 30D | -3.1% | -0.6% | -2.6% | -3.4% |
| 3M | +6.2% | +3.1% | +3.1% | +4.9% |
| 6M | +4.8% | +25.5% | -20.7% | -0.6% |
| YTD | +35.2% | -23.5% | +58.7% | +36.9% |
| 1Y | +27.4% | -16.6% | +44.1% | +27.3% |
| 3Y | +49.8% | -53.1% | +102.9% | +60.7% |
| 5Y | +109.4% | -41.4% | +150.8% | +113.9% |
| 10Y | +135.7% | +90.9% | +44.8% | +97.7% |
| All | +1,217.8% | +6,324.9% | -5,107.2% | +590.8% |
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