+13.8%
IP vs BTI
+147.8%
-134.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | -5.0% | +3.3% | -8.3% | -5.5% |
| 30D | +6.5% | +19.0% | -12.5% | +3.3% |
| 3M | -18.0% | +6.4% | -24.5% | -19.1% |
| 6M | +10.3% | +7.7% | +2.6% | +8.7% |
| YTD | -9.9% | +14.6% | -24.5% | -11.9% |
| 1Y | -1.1% | +22.0% | -23.1% | -3.7% |
| All | +13.8% | +147.8% | -134.0% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling