-21.3%
IP vs BTDR
-39.9%
+18.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.3% | -12.4% | +0.3% |
| 7D | -5.1% | -10.4% | +5.3% | -4.8% |
| 30D | +8.5% | -42.2% | +50.7% | +10.8% |
| 3M | -13.8% | -42.8% | +29.0% | -12.3% |
| 6M | +5.7% | -60.2% | +65.9% | +8.7% |
| YTD | -9.1% | -46.3% | +37.2% | -8.2% |
| 1Y | -0.8% | -71.7% | +70.8% | +2.0% |
| 3Y | +14.8% | +54.6% | -39.8% | +12.1% |
| 5Y | -11.5% | -39.5% | +28.0% | -15.7% |
| All | -21.3% | -39.9% | +18.6% | -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 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