-12.3%
IP vs BAH
+12.6%
-24.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.1% | -4.1% |
| 7D | -5.0% | +6.0% | -11.0% | -5.8% |
| 30D | +6.5% | +31.1% | -24.5% | +2.3% |
| 3M | -18.0% | +25.2% | -43.2% | -20.8% |
| 6M | +10.3% | +18.9% | -8.6% | +6.9% |
| YTD | -9.9% | +8.3% | -18.2% | -11.9% |
| 1Y | -1.1% | +6.2% | -7.2% | -3.1% |
| 3Y | +13.0% | -22.8% | +35.8% | +12.3% |
| 5Y | -12.3% | +13.6% | -25.8% | -16.2% |
| All | -12.3% | +12.6% | -24.9% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling