+121.8%
IP vs BG
+922.2%
-800.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.5% | -4.5% |
| 7D | -5.0% | +2.6% | -7.6% | -5.9% |
| 30D | +6.5% | -8.2% | +14.7% | +9.4% |
| 3M | -18.0% | -7.0% | -11.0% | -16.7% |
| 6M | +10.3% | -23.5% | +33.8% | +19.3% |
| YTD | -9.9% | +12.6% | -22.5% | -15.8% |
| 1Y | -1.1% | +5.8% | -6.8% | -5.5% |
| 3Y | +13.0% | +1.4% | +11.6% | +6.9% |
| 5Y | -12.3% | +21.3% | -33.5% | -24.6% |
| 10Y | +26.8% | +90.7% | -63.8% | -14.0% |
| All | +121.8% | +922.2% | -800.5% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling