+325.1%
IP vs BDX
+6,267.7%
-5,942.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -2.8% | +2.5% | -5.3% | -3.6% |
| 30D | +9.2% | +13.6% | -4.4% | +4.5% |
| 3M | -16.1% | +18.9% | -35.1% | -21.1% |
| 6M | +9.6% | +51.8% | -42.2% | -5.3% |
| YTD | -8.8% | +43.3% | -52.1% | -19.7% |
| 1Y | -5.5% | +48.0% | -53.5% | -17.6% |
| 3Y | +19.6% | +23.7% | -4.1% | +9.3% |
| 5Y | -13.5% | +24.9% | -38.3% | -21.8% |
| 10Y | +22.4% | +92.2% | -69.8% | -4.5% |
| All | +325.1% | +6,267.7% | -5,942.7% | +34.4% |
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 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