+136.5%
IP vs BB
+258.8%
-122.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.7% |
| 6M | -10.2% | +121.3% | -131.5% | -19.0% |
| YTD | -2.0% | +103.2% | -105.2% | -10.8% |
| 1Y | -19.1% | +102.6% | -121.7% | -26.7% |
| 3Y | +20.9% | +37.5% | -16.6% | +10.3% |
| 5Y | -17.8% | -30.4% | +12.6% | -21.3% |
| 10Y | +23.5% | 0.0% | +23.5% | +1.8% |
| All | +136.5% | +258.8% | -122.3% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling