+17.6%
IP vs BTI
+131.8%
-114.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +0.9% |
| 7D | -0.3% | +1.6% | -1.9% | -1.0% |
| 30D | +7.9% | +9.2% | -1.3% | +4.2% |
| 3M | -15.3% | +9.6% | -25.0% | -18.5% |
| 6M | +10.5% | -2.4% | +13.0% | +11.1% |
| YTD | -9.4% | +14.2% | -23.6% | -14.9% |
| 1Y | -4.6% | +20.3% | -24.9% | -12.3% |
| 3Y | +21.2% | +147.4% | -126.2% | -20.1% |
| 5Y | -13.3% | +155.4% | -168.8% | -44.6% |
| All | +17.6% | +131.8% | -114.2% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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