-19.1%
IP vs BHP
+65.8%
-84.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +3.0% |
| 7D | -5.3% | -5.0% | -0.3% | -3.6% |
| 30D | -10.9% | +1.2% | -12.0% | -11.3% |
| 3M | +11.2% | +1.8% | +9.3% | +9.7% |
| 6M | -10.2% | +18.0% | -28.2% | -16.5% |
| YTD | -2.0% | +52.7% | -54.7% | -14.8% |
| 1Y | -19.1% | +66.0% | -85.1% | -30.8% |
| All | -19.1% | +65.8% | -84.9% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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