+319.9%
IP vs BHP
+6,860.6%
-6,540.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.0% | -3.2% |
| 7D | -5.0% | -4.0% | -1.0% | -3.4% |
| 30D | +6.5% | -9.7% | +16.2% | +10.8% |
| 3M | -18.0% | -10.2% | -7.9% | -14.7% |
| 6M | +10.3% | +1.3% | +9.0% | +8.8% |
| YTD | -9.9% | +35.6% | -45.5% | -21.8% |
| 1Y | -1.1% | +47.5% | -48.6% | -17.1% |
| 3Y | +13.0% | +48.9% | -35.9% | -7.7% |
| 5Y | -12.3% | +118.4% | -130.7% | -41.1% |
| 10Y | +26.8% | +374.5% | -347.6% | -40.2% |
| All | +319.9% | +6,860.6% | -6,540.7% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling