-16.1%
IP vs BN
+37.9%
-54.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -5.3% | -2.5% | -2.8% | -4.1% |
| 30D | -10.9% | -9.5% | -1.4% | -6.6% |
| 3M | +11.2% | -10.4% | +21.6% | +17.0% |
| 6M | -10.2% | -6.4% | -3.9% | -7.7% |
| YTD | -2.0% | -11.9% | +9.9% | +3.3% |
| 1Y | -19.1% | -8.6% | -10.5% | -16.2% |
| 3Y | +20.9% | +77.6% | -56.7% | -7.8% |
| All | -16.1% | +37.9% | -54.0% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling