+15.9%
IP vs BHP
+339.3%
-323.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.3% |
| 7D | -0.9% | +2.5% | -3.3% | -1.9% |
| 30D | +6.7% | -5.2% | +11.9% | +9.0% |
| 3M | -16.6% | -8.7% | -7.8% | -13.6% |
| 6M | +6.0% | -6.9% | +12.8% | +8.3% |
| YTD | -10.7% | +39.0% | -49.6% | -24.4% |
| 1Y | -6.7% | +48.9% | -55.6% | -23.4% |
| 3Y | +17.1% | +55.4% | -38.2% | -8.3% |
| 5Y | -14.6% | +119.2% | -133.8% | -46.6% |
| All | +15.9% | +339.3% | -323.4% | -48.1% |
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