+22.9%
IP vs BN
+265.3%
-242.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -5.3% | -2.5% | -2.8% | -4.0% |
| 30D | -10.9% | -9.5% | -1.4% | -6.0% |
| 3M | +11.2% | -10.4% | +21.6% | +17.9% |
| 6M | -10.2% | -6.4% | -3.9% | -7.4% |
| YTD | -2.0% | -11.9% | +9.9% | +4.1% |
| 1Y | -19.1% | -8.6% | -10.5% | -15.9% |
| 3Y | +20.9% | +77.6% | -56.7% | -14.8% |
| 5Y | -17.8% | +37.0% | -54.9% | -35.4% |
| All | +22.9% | +265.3% | -242.4% | -42.0% |
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