-19.1%
IP vs BDX
+27.3%
-46.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +3.1% |
| 7D | -5.3% | -2.5% | -2.7% | -3.8% |
| 30D | -10.9% | +8.3% | -19.1% | -15.1% |
| 3M | +11.2% | +24.4% | -13.2% | -3.2% |
| 6M | -10.2% | +9.2% | -19.4% | -13.0% |
| YTD | -2.0% | +22.7% | -24.7% | -14.2% |
| 1Y | -19.1% | +25.9% | -45.0% | -31.4% |
| All | -19.1% | +27.3% | -46.4% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling