+22.4%
IP vs BTG
+160.5%
-138.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.2% |
| 7D | -2.8% | +1.4% | -4.1% | -2.9% |
| 30D | +9.2% | -1.1% | +10.3% | +9.2% |
| 3M | -16.1% | +2.5% | -18.7% | -16.4% |
| 6M | +9.6% | -3.1% | +12.6% | +9.1% |
| YTD | -8.8% | +16.3% | -25.1% | -10.4% |
| 1Y | -5.5% | +27.6% | -33.1% | -7.6% |
| 3Y | +19.6% | +89.5% | -69.9% | +13.7% |
| 5Y | -13.5% | +33.6% | -47.0% | -17.5% |
| 10Y | +22.4% | +178.2% | -155.8% | +22.5% |
| All | +22.4% | +160.5% | -138.1% | +22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling