+337.2%
IP vs BN
+16,344.0%
-16,006.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.1% | -4.5% | -1.5% |
| 7D | +3.4% | +12.0% | -8.6% | -2.3% |
| 30D | +11.2% | +17.0% | -5.8% | +2.9% |
| 3M | -14.8% | -3.2% | -11.6% | -13.5% |
| 6M | +17.3% | -3.9% | +21.1% | +19.4% |
| YTD | -6.2% | -5.6% | -0.6% | -4.1% |
| 1Y | +2.3% | -4.7% | +7.1% | +4.0% |
| 3Y | +17.7% | +98.4% | -80.8% | -18.1% |
| 5Y | -8.4% | +37.8% | -46.3% | -26.4% |
| 10Y | +32.1% | +292.7% | -260.6% | -37.8% |
| All | +337.2% | +16,344.0% | -16,006.8% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling