+124.4%
IP vs BNS
+1,492.9%
-1,368.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +3.0% |
| 7D | -5.3% | +1.5% | -6.8% | -6.4% |
| 30D | -10.9% | +6.0% | -16.8% | -14.9% |
| 3M | +11.2% | +16.3% | -5.2% | -0.7% |
| 6M | -10.2% | +28.8% | -39.0% | -25.5% |
| YTD | -2.0% | +30.0% | -32.0% | -19.4% |
| 1Y | -19.1% | +50.7% | -69.8% | -40.4% |
| 3Y | +20.9% | +125.4% | -104.5% | -35.0% |
| 5Y | -17.8% | +94.2% | -112.0% | -51.5% |
| 10Y | +23.5% | +182.8% | -159.3% | -45.9% |
| All | +124.4% | +1,492.9% | -1,368.5% | -68.2% |
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