-4.6%
IP vs BHP
+46.1%
-50.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.9% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | +7.9% | -4.5% | +12.5% | +9.6% |
| 3M | -15.3% | -6.9% | -8.4% | -13.4% |
| 6M | +10.5% | -10.6% | +21.1% | +13.6% |
| YTD | -9.4% | +37.2% | -46.6% | -22.1% |
| 1Y | -4.6% | +48.0% | -52.7% | -22.6% |
| All | -4.6% | +46.1% | -50.8% | -22.6% |
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