+17.6%
IP vs BHP
+333.8%
-316.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.0% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | +7.9% | -4.5% | +12.5% | +9.9% |
| 3M | -15.3% | -6.9% | -8.4% | -13.0% |
| 6M | +10.5% | -10.6% | +21.1% | +15.0% |
| YTD | -9.4% | +37.2% | -46.6% | -22.8% |
| 1Y | -4.6% | +48.0% | -52.7% | -21.5% |
| 3Y | +21.2% | +52.6% | -31.3% | -4.3% |
| 5Y | -13.3% | +116.5% | -129.8% | -45.5% |
| All | +17.6% | +333.8% | -316.2% | -47.1% |
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