+22.9%
IP vs BAH
+185.2%
-162.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | -5.3% | -3.2% | -2.0% | -4.6% |
| 30D | -10.9% | +2.0% | -12.9% | -11.3% |
| 3M | +11.2% | -7.6% | +18.8% | +12.8% |
| 6M | -10.2% | -5.7% | -4.6% | -9.9% |
| YTD | -2.0% | -11.7% | +9.7% | -0.6% |
| 1Y | -19.1% | -27.4% | +8.3% | -14.2% |
| 3Y | +20.9% | -32.5% | +53.4% | +24.8% |
| 5Y | -17.8% | -3.3% | -14.5% | -26.1% |
| All | +22.9% | +185.2% | -162.2% | -17.3% |
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