+200.2%
IP vs BAH
+886.2%
-686.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.6% |
| 7D | -5.3% | -3.2% | -2.0% | -4.5% |
| 30D | -10.9% | +2.0% | -12.9% | -11.4% |
| 3M | +11.2% | -7.6% | +18.8% | +13.1% |
| 6M | -10.2% | -5.7% | -4.6% | -9.8% |
| YTD | -2.0% | -11.7% | +9.7% | -0.4% |
| 1Y | -19.1% | -27.4% | +8.3% | -13.7% |
| 3Y | +20.9% | -32.5% | +53.4% | +26.2% |
| 5Y | -17.8% | -3.3% | -14.5% | -25.1% |
| 10Y | +23.5% | +186.0% | -162.5% | -22.0% |
| All | +200.2% | +886.2% | -686.0% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling