+23.7%
IP vs BN
+280.2%
-256.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.4% |
| 7D | 0.0% | +4.3% | -4.3% | -2.3% |
| 30D | +9.4% | +14.3% | -4.9% | +1.7% |
| 3M | -14.1% | -4.1% | -10.0% | -12.2% |
| 6M | +9.2% | -9.7% | +18.8% | +15.1% |
| YTD | -7.5% | -7.1% | -0.4% | -4.6% |
| 1Y | -2.8% | -7.4% | +4.6% | +0.4% |
| 3Y | +21.2% | +102.3% | -81.1% | -20.0% |
| 5Y | -11.5% | +35.9% | -47.4% | -29.7% |
| 10Y | +23.7% | +289.2% | -265.5% | -43.8% |
| All | +23.7% | +280.2% | -256.6% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling