-13.5%
IP vs BHP
+124.0%
-137.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.7% |
| 7D | -2.8% | +2.4% | -5.2% | -3.5% |
| 30D | +9.2% | -5.4% | +14.6% | +11.1% |
| 3M | -16.1% | -6.9% | -9.3% | -14.4% |
| 6M | +9.6% | -4.3% | +13.9% | +10.5% |
| YTD | -8.8% | +41.6% | -50.4% | -19.7% |
| 1Y | -5.5% | +53.3% | -58.8% | -19.0% |
| 3Y | +19.6% | +58.4% | -38.7% | -1.1% |
| 5Y | -13.5% | +121.3% | -134.7% | -34.1% |
| All | -13.5% | +124.0% | -137.5% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling