-12.4%
IP vs BB
-20.8%
+8.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.4% |
| 7D | -5.1% | +3.8% | -8.9% | -5.4% |
| 30D | +8.5% | -0.3% | +8.9% | +8.2% |
| 3M | -13.8% | -0.5% | -13.4% | -14.3% |
| 6M | +5.7% | +45.9% | -40.2% | -0.6% |
| YTD | -9.1% | +130.6% | -139.7% | -19.3% |
| 1Y | -0.8% | +89.2% | -90.0% | -10.0% |
| 3Y | +14.8% | +137.5% | -122.7% | -1.6% |
| All | -12.4% | -20.8% | +8.5% | -18.3% |
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