-16.1%
IP vs BBY
-0.2%
-15.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +1.1% |
| 7D | -5.3% | +9.5% | -14.8% | -8.2% |
| 30D | -10.9% | +6.8% | -17.7% | -12.9% |
| 3M | +11.2% | +28.9% | -17.7% | +2.1% |
| 6M | -10.2% | +37.8% | -48.0% | -19.9% |
| YTD | -2.0% | +38.7% | -40.7% | -12.9% |
| 1Y | -19.1% | +23.7% | -42.8% | -25.6% |
| 3Y | +20.9% | +39.1% | -18.3% | +3.5% |
| All | -16.1% | -0.2% | -15.9% | -29.3% |
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