-5.5%
IP vs BG
+8.1%
-13.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | -2.8% | +3.4% | -6.1% | -2.7% |
| 30D | +9.2% | -3.8% | +13.0% | +9.2% |
| 3M | -16.1% | -9.6% | -6.6% | -16.3% |
| 6M | +9.6% | -19.5% | +29.1% | +11.1% |
| YTD | -8.8% | +14.6% | -23.4% | -27.5% |
| 1Y | -5.5% | +6.6% | -12.2% | -20.4% |
| All | -5.5% | +8.1% | -13.6% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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