-12.4%
IP vs BTI
+151.8%
-164.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.8% |
| 7D | -5.1% | -1.0% | -4.0% | -4.8% |
| 30D | +8.5% | +13.0% | -4.5% | +4.9% |
| 3M | -13.8% | +3.7% | -17.5% | -14.8% |
| 6M | +5.7% | +3.7% | +2.1% | +4.3% |
| YTD | -9.1% | +10.6% | -19.7% | -12.1% |
| 1Y | -0.8% | +17.1% | -17.9% | -5.5% |
| 3Y | +14.8% | +140.2% | -125.4% | -15.6% |
| All | -12.4% | +151.8% | -164.2% | -40.6% |
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