-6.0%
IP vs BTI
+16.4%
-22.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.9% | -3.2% | +2.4% | +0.2% |
| 30D | +6.7% | +9.7% | -3.0% | +3.4% |
| 3M | -16.6% | +11.1% | -27.6% | -19.5% |
| 6M | +6.0% | -1.2% | +7.2% | +6.0% |
| YTD | -10.7% | +12.7% | -23.3% | -17.0% |
| All | -6.0% | +16.4% | -22.4% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling