-16.1%
IP vs BTI
+115.0%
-131.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | -5.3% | -1.4% | -3.9% | -4.9% |
| 30D | -10.9% | -6.6% | -4.2% | -9.2% |
| 3M | +11.2% | -3.0% | +14.2% | +12.0% |
| 6M | -10.2% | -6.7% | -3.5% | -8.8% |
| YTD | -2.0% | +0.6% | -2.5% | -2.7% |
| 1Y | -19.1% | +5.6% | -24.7% | -20.7% |
| 3Y | +20.9% | +110.3% | -89.5% | -7.6% |
| All | -16.1% | +115.0% | -131.1% | -37.7% |
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