+10.3%
IP vs BTI
+9.0%
+1.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | -5.0% | +3.3% | -8.3% | -5.9% |
| 30D | +6.5% | +19.0% | -12.5% | +1.4% |
| 3M | -18.0% | +6.4% | -24.5% | -19.7% |
| 6M | +10.3% | +7.7% | +2.6% | +9.2% |
| All | +10.3% | +9.0% | +1.3% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling