+26.8%
IP vs BAH
+218.8%
-192.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.5% |
| 7D | -3.0% | -1.5% | -1.5% | -2.7% |
| 30D | +10.6% | +17.3% | -6.6% | +6.5% |
| 3M | -13.6% | +14.9% | -28.4% | -16.6% |
| 6M | +10.4% | +14.2% | -3.8% | +6.2% |
| YTD | -6.5% | +5.1% | -11.6% | -9.2% |
| 1Y | -2.1% | +2.1% | -4.2% | -4.4% |
| 3Y | +22.0% | -26.0% | +48.0% | +23.8% |
| 5Y | -9.7% | +9.0% | -18.7% | -20.6% |
| 10Y | +26.8% | +208.8% | -182.0% | -11.6% |
| All | +26.8% | +218.8% | -192.0% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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