+26.8%
IP vs BTI
+114.6%
-87.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.4% |
| 7D | -3.0% | -2.9% | -0.1% | -2.0% |
| 30D | +10.6% | +8.3% | +2.3% | +7.2% |
| 3M | -13.6% | +2.9% | -16.5% | -14.7% |
| 6M | +10.4% | +6.2% | +4.2% | +7.1% |
| YTD | -6.5% | +10.9% | -17.4% | -11.1% |
| 1Y | -2.1% | +16.6% | -18.7% | -8.8% |
| 3Y | +22.0% | +142.2% | -120.2% | -18.5% |
| 5Y | -9.7% | +151.3% | -161.0% | -41.6% |
| 10Y | +26.8% | +113.9% | -87.1% | -14.9% |
| All | +26.8% | +114.6% | -87.8% | -14.9% |
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