+23.7%
IP vs BHP
+330.6%
-307.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.2% |
| 7D | 0.0% | +3.8% | -3.8% | -1.6% |
| 30D | +9.4% | -6.5% | +15.9% | +12.4% |
| 3M | -14.1% | -8.5% | -5.5% | -11.0% |
| 6M | +9.2% | -2.2% | +11.3% | +9.1% |
| YTD | -7.5% | +40.0% | -47.5% | -22.0% |
| 1Y | -2.8% | +51.3% | -54.1% | -20.8% |
| 3Y | +21.2% | +56.5% | -35.3% | -5.4% |
| 5Y | -11.5% | +130.2% | -141.7% | -46.1% |
| 10Y | +23.7% | +336.5% | -312.8% | -44.8% |
| All | +23.7% | +330.6% | -307.0% | -44.8% |
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 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