-16.1%
IP vs BB
-30.6%
+14.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | -5.6% | +0.4% | -4.7% |
| 30D | -10.9% | -11.8% | +0.9% | -9.8% |
| 3M | +11.2% | -25.5% | +36.7% | +13.5% |
| 6M | -10.2% | +121.3% | -131.5% | -19.4% |
| YTD | -2.0% | +103.2% | -105.2% | -11.2% |
| 1Y | -19.1% | +102.6% | -121.7% | -27.1% |
| 3Y | +20.9% | +37.5% | -16.6% | +11.9% |
| All | -16.1% | -30.6% | +14.5% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling