-11.5%
IP vs BTI
+154.6%
-166.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.5% |
| 7D | 0.0% | -0.1% | +0.2% | 0.0% |
| 30D | +9.4% | +9.6% | -0.2% | +6.6% |
| 3M | -14.1% | +8.3% | -22.4% | -16.0% |
| 6M | +9.2% | +7.5% | +1.7% | +6.6% |
| YTD | -7.5% | +12.3% | -19.8% | -11.0% |
| 1Y | -2.8% | +16.2% | -19.0% | -7.3% |
| 3Y | +21.2% | +148.0% | -126.8% | -11.9% |
| 5Y | -11.5% | +153.2% | -164.7% | -39.4% |
| All | -11.5% | +154.6% | -166.0% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling