-21.5%
IP vs BTDR
-44.0%
+22.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.6% | +10.1% | +1.8% |
| 7D | -0.3% | -6.9% | +6.6% | -0.1% |
| 30D | +7.9% | -31.5% | +39.5% | +9.3% |
| 3M | -15.3% | -36.1% | +20.8% | -14.2% |
| 6M | +10.5% | -57.6% | +68.2% | +13.3% |
| YTD | -9.4% | -50.0% | +40.7% | -8.2% |
| 1Y | -4.6% | -49.6% | +45.0% | -3.5% |
| 3Y | +21.2% | +48.5% | -27.3% | +18.7% |
| 5Y | -13.3% | -43.8% | +30.5% | -17.2% |
| All | -21.5% | -44.0% | +22.5% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling