+3.5%
IP vs BTSG
+459.6%
-456.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.1% | +0.5% |
| 7D | -5.1% | +0.4% | -5.4% | -5.2% |
| 30D | +8.5% | +5.3% | +3.3% | +7.2% |
| 3M | -13.8% | +10.8% | -24.6% | -16.0% |
| 6M | +5.7% | +27.3% | -21.6% | +0.3% |
| YTD | -9.1% | +79.3% | -88.4% | -19.3% |
| 1Y | -0.8% | +106.0% | -106.8% | -14.3% |
| All | +3.5% | +459.6% | -456.1% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling