+17.6%
IP vs BN
+290.8%
-273.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +2.3% |
| 7D | -0.3% | -1.0% | +0.7% | +0.2% |
| 30D | +7.9% | +14.0% | -6.0% | +0.5% |
| 3M | -15.3% | -9.0% | -6.3% | -11.1% |
| 6M | +10.5% | -8.8% | +19.3% | +15.9% |
| YTD | -9.4% | -10.3% | +0.9% | -4.8% |
| 1Y | -4.6% | -5.8% | +1.2% | -2.3% |
| 3Y | +21.2% | +94.8% | -73.5% | -18.4% |
| 5Y | -13.3% | +31.5% | -44.8% | -29.9% |
| All | +17.6% | +290.8% | -273.2% | -45.8% |
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