+11.6%
IP vs BTSG
+406.1%
-394.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | -5.3% | +2.7% | -8.0% | -5.8% |
| 30D | -10.9% | -3.6% | -7.2% | -10.3% |
| 3M | +11.2% | +5.8% | +5.4% | +9.9% |
| 6M | -10.2% | +44.7% | -55.0% | -16.6% |
| YTD | -2.0% | +62.2% | -64.1% | -11.0% |
| 1Y | -19.1% | +152.1% | -171.2% | -32.1% |
| All | +11.6% | +406.1% | -394.5% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling