+23.7%
IP vs BB
+28.9%
-5.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.0% |
| 7D | 0.0% | +11.6% | -11.6% | -1.1% |
| 30D | +9.4% | +2.6% | +6.8% | +8.8% |
| 3M | -14.1% | +3.5% | -17.6% | -14.9% |
| 6M | +9.2% | +43.5% | -34.3% | +3.0% |
| YTD | -7.5% | +141.2% | -148.7% | -18.1% |
| 1Y | -2.8% | +97.4% | -100.2% | -12.0% |
| 3Y | +21.2% | +151.1% | -129.9% | +3.2% |
| 5Y | -11.5% | -12.8% | +1.3% | -17.4% |
| 10Y | +23.7% | +27.5% | -3.8% | -10.5% |
| All | +23.7% | +28.9% | -5.2% | -10.5% |
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