+26.8%
IP vs BHP
+363.1%
-336.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +1.3% |
| 7D | -3.0% | +3.5% | -6.5% | -4.4% |
| 30D | +10.6% | -4.5% | +15.1% | +12.6% |
| 3M | -13.6% | -6.4% | -7.2% | -11.5% |
| 6M | +10.4% | -0.1% | +10.5% | +9.3% |
| YTD | -6.5% | +43.0% | -49.5% | -21.8% |
| 1Y | -2.1% | +56.5% | -58.6% | -21.4% |
| 3Y | +22.0% | +62.0% | -40.1% | -6.3% |
| 5Y | -9.7% | +130.4% | -140.1% | -44.9% |
| 10Y | +26.8% | +349.1% | -322.2% | -44.0% |
| All | +26.8% | +363.1% | -336.3% | -44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling