-12.4%
IP vs BDX
+24.6%
-37.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | -5.1% | +7.1% | -12.1% | -8.0% |
| 30D | +8.5% | +17.6% | -9.1% | +0.9% |
| 3M | -13.8% | +20.4% | -34.2% | -20.8% |
| 6M | +5.7% | +48.3% | -42.5% | -11.7% |
| YTD | -9.1% | +41.6% | -50.7% | -22.4% |
| 1Y | -0.8% | +55.7% | -56.6% | -18.5% |
| 3Y | +14.8% | +10.6% | +4.2% | +5.3% |
| All | -12.4% | +24.6% | -37.0% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling