+26.5%
IP vs BN
+271.1%
-244.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.3% |
| 7D | -5.1% | +5.3% | -10.4% | -7.8% |
| 30D | +8.5% | +11.9% | -3.4% | +2.0% |
| 3M | -13.8% | -5.7% | -8.1% | -11.2% |
| 6M | +5.7% | -10.6% | +16.4% | +12.1% |
| YTD | -9.1% | -9.4% | +0.2% | -5.0% |
| 1Y | -0.8% | -8.8% | +8.0% | +3.2% |
| 3Y | +14.8% | +95.6% | -80.8% | -22.8% |
| 5Y | -11.5% | +30.2% | -41.7% | -28.0% |
| All | +26.5% | +271.1% | -244.6% | -40.8% |
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