+111.7%
IP vs BNS
+1,486.8%
-1,375.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.6% |
| 7D | 0.0% | -1.1% | +1.1% | +0.8% |
| 30D | +9.4% | +4.7% | +4.6% | +5.8% |
| 3M | -14.1% | +5.5% | -19.6% | -17.7% |
| 6M | +9.2% | +21.7% | -12.5% | -5.7% |
| YTD | -7.5% | +29.5% | -37.0% | -23.8% |
| 1Y | -2.8% | +41.9% | -44.7% | -25.2% |
| 3Y | +21.2% | +148.5% | -127.3% | -39.0% |
| 5Y | -11.5% | +80.3% | -91.7% | -44.7% |
| 10Y | +23.7% | +184.7% | -161.0% | -46.0% |
| All | +111.7% | +1,486.8% | -1,375.1% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling