-22.5%
IP vs BIYA
-99.8%
+77.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.2% |
| 7D | -5.3% | +1.3% | -6.6% | -5.3% |
| 30D | -10.9% | -21.0% | +10.1% | -10.8% |
| 3M | +11.2% | -74.3% | +85.5% | +11.4% |
| 6M | -10.2% | -84.6% | +74.4% | -11.1% |
| YTD | -2.0% | -94.2% | +92.2% | -1.3% |
| 1Y | -19.1% | -98.2% | +79.1% | -16.7% |
| All | -22.5% | -99.8% | +77.3% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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