-12.3%
IP vs BB
-23.9%
+11.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -3.5% |
| 7D | -5.0% | -8.9% | +4.0% | -4.2% |
| 30D | +6.5% | -12.6% | +19.2% | +7.6% |
| 3M | -18.0% | -4.1% | -13.9% | -18.2% |
| 6M | +10.3% | +49.5% | -39.1% | +3.4% |
| YTD | -9.9% | +120.8% | -130.7% | -19.6% |
| 1Y | -1.1% | +76.2% | -77.3% | -9.6% |
| 3Y | +13.0% | +123.8% | -110.8% | -2.5% |
| 5Y | -12.3% | -24.3% | +12.0% | -17.2% |
| All | -12.3% | -23.9% | +11.6% | -17.2% |
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