-1.7%
IP vs BTDR
-71.2%
+69.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.9% | -7.0% | +2.0% |
| 7D | -3.0% | +7.1% | -10.2% | -3.9% |
| 30D | +10.6% | -31.4% | +42.0% | +13.8% |
| 3M | -13.6% | -39.2% | +25.7% | -10.8% |
| 6M | +10.4% | -50.9% | +61.3% | +15.0% |
| YTD | -6.5% | -41.0% | +34.5% | -6.0% |
| All | -1.7% | -71.2% | +69.5% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling