+2.3%
IP vs BRKR
+65.8%
-63.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.9% | -11.4% | -0.6% |
| 7D | +3.4% | +2.9% | +0.5% | +2.7% |
| 30D | +11.2% | -0.1% | +11.3% | +11.0% |
| 3M | -14.8% | +26.9% | -41.7% | -18.8% |
| 6M | +17.3% | +75.6% | -58.3% | -0.1% |
| YTD | -6.2% | +35.8% | -42.0% | -15.6% |
| 1Y | +2.3% | +58.6% | -56.3% | -17.1% |
| All | +2.3% | +65.8% | -63.5% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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