+26.8%
IP vs BNS
+186.8%
-160.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +1.6% |
| 7D | -3.0% | -0.8% | -2.3% | -2.5% |
| 30D | +10.6% | +5.5% | +5.1% | +6.6% |
| 3M | -13.6% | +6.0% | -19.6% | -17.4% |
| 6M | +10.4% | +22.6% | -12.2% | -4.7% |
| YTD | -6.5% | +30.5% | -36.9% | -23.0% |
| 1Y | -2.1% | +44.1% | -46.3% | -25.0% |
| 3Y | +22.0% | +150.8% | -128.8% | -38.5% |
| 5Y | -9.7% | +80.7% | -90.4% | -42.9% |
| 10Y | +26.8% | +185.2% | -158.4% | -40.6% |
| All | +26.8% | +186.8% | -160.0% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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