+21.2%
IP vs BTDR
+41.1%
-19.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.6% | +10.1% | +1.9% |
| 7D | -0.3% | -6.9% | +6.6% | 0.0% |
| 30D | +7.9% | -31.5% | +39.5% | +9.7% |
| 3M | -15.3% | -36.1% | +20.8% | -13.9% |
| 6M | +10.5% | -57.6% | +68.2% | +14.1% |
| YTD | -9.4% | -50.0% | +40.7% | -8.0% |
| 1Y | -4.6% | -49.6% | +45.0% | -3.3% |
| 3Y | +21.2% | +48.5% | -27.3% | +18.0% |
| All | +21.2% | +41.1% | -19.8% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling