+2.3%
IP vs BUD
+38.4%
-36.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | 0.0% |
| 7D | +3.4% | +3.3% | +0.1% | +1.7% |
| 30D | +11.2% | +11.8% | -0.6% | +4.7% |
| 3M | -14.8% | -1.1% | -13.7% | -14.4% |
| 6M | +17.3% | +14.9% | +2.4% | +7.7% |
| YTD | -6.2% | +32.6% | -38.8% | -23.8% |
| 1Y | +2.3% | +37.2% | -34.8% | -19.9% |
| All | +2.3% | +38.4% | -36.0% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling