-15.1%
IP vs BTDR
+23.8%
-38.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.8% | +2.0% |
| 7D | -5.3% | +20.0% | -25.2% | -6.1% |
| 30D | -10.9% | +11.9% | -22.8% | -11.5% |
| 3M | +11.2% | -36.9% | +48.1% | +12.7% |
| 6M | -10.2% | +56.5% | -66.7% | -12.6% |
| YTD | -2.0% | +10.4% | -12.4% | -3.6% |
| 1Y | -19.1% | +3.1% | -22.2% | -20.8% |
| 3Y | +20.9% | -2.6% | +23.4% | +14.1% |
| 5Y | -17.8% | +25.2% | -43.0% | -23.8% |
| All | -15.1% | +23.8% | -38.9% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling