+21.2%
IP vs BTI
+149.4%
-128.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.2% |
| 7D | -0.3% | +1.6% | -1.9% | -0.6% |
| 30D | +7.9% | +9.2% | -1.3% | +6.2% |
| 3M | -15.3% | +9.6% | -25.0% | -16.8% |
| 6M | +10.5% | -2.4% | +13.0% | +10.4% |
| YTD | -9.4% | +14.2% | -23.6% | -11.4% |
| 1Y | -4.6% | +20.3% | -24.9% | -7.1% |
| 3Y | +21.2% | +147.4% | -126.2% | +6.1% |
| All | +21.2% | +149.4% | -128.2% | +6.1% |
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