-16.1%
IP vs BTG
+72.3%
-88.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.4% |
| 7D | -5.3% | -0.9% | -4.4% | -5.2% |
| 30D | -10.9% | +36.8% | -47.7% | -14.4% |
| 3M | +11.2% | +23.1% | -11.9% | +7.7% |
| 6M | -10.2% | +3.5% | -13.7% | -11.7% |
| YTD | -2.0% | +25.5% | -27.5% | -6.1% |
| 1Y | -19.1% | +40.1% | -59.2% | -23.8% |
| 3Y | +20.9% | +101.1% | -80.3% | +6.3% |
| All | -16.1% | +72.3% | -88.4% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling