+26.8%
IP vs BDX
+84.6%
-57.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.1% |
| 7D | -3.0% | +8.4% | -11.4% | -6.7% |
| 30D | +10.6% | +17.1% | -6.5% | +2.5% |
| 3M | -13.6% | +22.4% | -36.0% | -21.7% |
| 6M | +10.4% | +45.9% | -35.5% | -8.2% |
| YTD | -6.5% | +43.8% | -50.3% | -21.8% |
| 1Y | -2.1% | +57.8% | -59.9% | -21.6% |
| 3Y | +22.0% | +25.4% | -3.4% | +6.1% |
| 5Y | -9.7% | +26.0% | -35.7% | -23.1% |
| 10Y | +26.8% | +88.0% | -61.2% | -3.1% |
| All | +26.8% | +84.6% | -57.8% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling