+17.1%
IP vs BTG
+166.0%
-149.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.7% | -5.2% |
| 7D | -4.6% | +2.4% | -7.0% | -4.7% |
| 30D | -15.3% | +9.5% | -24.7% | -15.8% |
| 3M | +2.7% | +38.5% | -35.8% | +0.5% |
| 6M | -7.4% | +5.6% | -13.0% | -8.3% |
| YTD | -8.8% | +23.9% | -32.8% | -10.6% |
| 1Y | -22.4% | +32.1% | -54.6% | -24.3% |
| 3Y | +14.2% | +103.2% | -89.0% | +8.2% |
| 5Y | -21.8% | +79.7% | -101.5% | -25.8% |
| All | +17.1% | +166.0% | -149.0% | +14.1% |
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 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