+23.9%
IP vs BHP
+76.8%
-52.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -5.3% | -2.9% | -2.4% | -4.3% |
| 30D | -10.9% | +3.4% | -14.2% | -11.9% |
| 3M | +11.2% | +4.1% | +7.1% | +9.2% |
| 6M | -10.2% | +20.6% | -30.8% | -16.5% |
| YTD | -2.0% | +56.1% | -58.0% | -16.6% |
| 1Y | -19.1% | +69.6% | -88.7% | -33.2% |
| All | +23.9% | +76.8% | -52.9% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling