+239.9%
IP vs BTG
+392.0%
-152.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.3% |
| 7D | -5.3% | -0.9% | -4.4% | -5.2% |
| 30D | -10.9% | +36.8% | -47.7% | -13.0% |
| 3M | +11.2% | +23.1% | -11.9% | +9.2% |
| 6M | -10.2% | +3.5% | -13.7% | -11.0% |
| YTD | -2.0% | +25.5% | -27.5% | -4.4% |
| 1Y | -19.1% | +40.1% | -59.2% | -21.9% |
| 3Y | +20.9% | +101.1% | -80.3% | +12.5% |
| 5Y | -17.8% | +70.6% | -88.4% | -23.3% |
| 10Y | +23.5% | +152.1% | -128.6% | +7.8% |
| All | +239.9% | +392.0% | -152.2% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling