+15.9%
IP vs BTG
+158.3%
-142.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | -5.9% | -5.5% | -0.4% | -5.6% |
| 30D | -17.0% | +6.1% | -23.1% | -17.4% |
| 3M | +8.9% | +38.6% | -29.8% | +6.5% |
| 6M | -10.0% | +0.7% | -10.6% | -10.6% |
| YTD | -9.8% | +20.3% | -30.1% | -11.4% |
| 1Y | -22.6% | +25.0% | -47.6% | -24.2% |
| 3Y | +13.1% | +97.3% | -84.2% | +7.3% |
| 5Y | -22.3% | +78.3% | -100.6% | -26.2% |
| All | +15.9% | +158.3% | -142.4% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BTG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling