+17.6%
IP vs BB
+21.8%
-4.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +1.7% |
| 7D | -0.3% | +1.8% | -2.1% | -0.5% |
| 30D | +7.9% | +8.1% | -0.2% | +6.7% |
| 3M | -15.3% | -1.0% | -14.3% | -15.8% |
| 6M | +10.5% | +45.9% | -35.4% | +4.1% |
| YTD | -9.4% | +134.8% | -144.2% | -19.5% |
| 1Y | -4.6% | +104.6% | -109.2% | -14.1% |
| 3Y | +21.2% | +152.8% | -131.6% | +3.1% |
| 5Y | -13.3% | -17.4% | +4.1% | -18.7% |
| All | +17.6% | +21.8% | -4.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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