-1.7%
IP vs BNS
+44.0%
-45.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +1.9% |
| 7D | -3.0% | -0.8% | -2.3% | -2.6% |
| 30D | +10.6% | +5.5% | +5.1% | +7.5% |
| 3M | -13.6% | +6.0% | -19.6% | -16.3% |
| 6M | +10.4% | +22.6% | -12.2% | -2.6% |
| YTD | -6.5% | +30.5% | -36.9% | -22.0% |
| All | -1.7% | +44.0% | -45.6% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling