+215.1%
IP vs BTG
+375.3%
-160.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.6% | +0.7% |
| 7D | -5.1% | +17.4% | -22.5% | -6.2% |
| 30D | +8.5% | +8.0% | +0.5% | +7.8% |
| 3M | -13.8% | +32.5% | -46.3% | -15.8% |
| 6M | +5.7% | +21.6% | -15.8% | +3.7% |
| YTD | -9.1% | +21.2% | -30.4% | -11.2% |
| 1Y | -0.8% | +43.9% | -44.7% | -4.3% |
| 3Y | +14.8% | +78.6% | -63.8% | +7.7% |
| 5Y | -11.5% | +48.8% | -60.3% | -16.7% |
| 10Y | +27.9% | +136.8% | -108.9% | +12.3% |
| All | +215.1% | +375.3% | -160.2% | +118.9% |
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