-13.6%
IP vs BBY
-3.9%
-9.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -0.3% | +4.5% | -4.7% | -1.8% |
| 30D | +7.9% | +16.8% | -8.9% | +2.2% |
| 3M | -15.3% | +23.2% | -38.5% | -21.4% |
| 6M | +10.5% | +91.9% | -81.4% | -11.9% |
| YTD | -9.4% | +61.6% | -71.0% | -23.8% |
| 1Y | -4.6% | +43.9% | -48.5% | -16.7% |
| 3Y | +21.2% | +88.6% | -67.4% | -6.7% |
| All | -13.6% | -3.9% | -9.7% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling