+319.9%
IP vs BTI
+6,912.7%
-6,592.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | -5.0% | +3.3% | -8.3% | -5.8% |
| 30D | +6.5% | +19.0% | -12.5% | +1.4% |
| 3M | -18.0% | +6.4% | -24.5% | -19.5% |
| 6M | +10.3% | +7.7% | +2.6% | +7.6% |
| YTD | -9.9% | +14.6% | -24.5% | -13.8% |
| 1Y | -1.1% | +22.0% | -23.1% | -7.0% |
| 3Y | +13.0% | +148.4% | -135.4% | -14.6% |
| 5Y | -12.3% | +161.3% | -173.6% | -35.0% |
| 10Y | +26.8% | +119.5% | -92.7% | -3.5% |
| All | +319.9% | +6,912.7% | -6,592.8% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling