+3.8%
IP vs BTSG
+505.2%
-501.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -2.8% | +4.0% | -6.8% | -3.5% |
| 30D | +9.2% | +15.3% | -6.1% | +6.0% |
| 3M | -16.1% | +25.4% | -41.6% | -20.2% |
| 6M | +9.6% | +31.9% | -22.3% | +3.2% |
| YTD | -8.8% | +93.9% | -102.7% | -20.3% |
| 1Y | -5.5% | +114.2% | -119.7% | -19.0% |
| All | +3.8% | +505.2% | -501.3% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling