-22.5%
IP vs BRKR
-39.7%
+17.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -7.7% | -8.7% | +0.9% | -5.8% |
| 30D | -15.5% | -9.9% | -5.7% | -13.7% |
| 3M | -0.6% | -3.1% | +2.5% | -1.4% |
| 6M | -8.8% | +45.5% | -54.3% | -18.6% |
| YTD | -9.6% | +13.7% | -23.3% | -14.9% |
| 1Y | -22.5% | +67.4% | -89.9% | -33.7% |
| 3Y | +13.4% | -13.2% | +26.6% | +6.4% |
| All | -22.5% | -39.7% | +17.3% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling