+356.7%
IP vs BDX
+5,351.6%
-4,994.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.7% |
| 7D | -5.3% | -2.5% | -2.7% | -4.4% |
| 30D | -10.9% | +8.3% | -19.1% | -13.3% |
| 3M | +11.2% | +24.4% | -13.2% | +3.1% |
| 6M | -10.2% | +9.2% | -19.4% | -13.1% |
| YTD | -2.0% | +22.7% | -24.7% | -8.8% |
| 1Y | -19.1% | +25.9% | -45.0% | -25.3% |
| 3Y | +20.9% | -10.5% | +31.3% | +23.1% |
| 5Y | -17.8% | +1.9% | -19.7% | -20.3% |
| 10Y | +23.5% | +58.7% | -35.2% | +2.8% |
| All | +356.7% | +5,351.6% | -4,994.9% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling