+21.2%
IP vs BTDR
+80.1%
-58.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.0% |
| 7D | 0.0% | -7.4% | +7.4% | +0.3% |
| 30D | +9.4% | -33.4% | +42.8% | +11.5% |
| 3M | -14.1% | -26.3% | +12.2% | -13.2% |
| 6M | +9.2% | -52.4% | +61.6% | +12.1% |
| YTD | -7.5% | -42.8% | +35.3% | -6.7% |
| 1Y | -2.8% | -63.7% | +60.9% | -0.3% |
| 3Y | +21.2% | +61.5% | -40.2% | +15.8% |
| All | +21.2% | +80.1% | -58.8% | +15.8% |
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