+19.5%
IP vs BBY
+88.1%
-68.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.5% |
| 7D | -0.9% | +4.0% | -4.9% | -2.2% |
| 30D | +6.7% | +17.6% | -10.9% | +0.8% |
| 3M | -16.6% | +25.9% | -42.5% | -23.1% |
| 6M | +6.0% | +85.1% | -79.1% | -14.4% |
| YTD | -10.7% | +60.6% | -71.3% | -24.6% |
| 1Y | -6.7% | +40.2% | -46.8% | -17.6% |
| All | +19.5% | +88.1% | -68.6% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling