+22.9%
IP vs BUD
-23.0%
+46.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -5.3% | +0.3% | -5.5% | -5.4% |
| 30D | -10.9% | -5.7% | -5.2% | -8.6% |
| 3M | +11.2% | +3.1% | +8.1% | +9.6% |
| 6M | -10.2% | +7.9% | -18.1% | -13.5% |
| YTD | -2.0% | +27.3% | -29.3% | -12.2% |
| 1Y | -19.1% | +37.8% | -56.9% | -29.9% |
| 3Y | +20.9% | +49.8% | -29.0% | -0.9% |
| 5Y | -17.8% | +43.8% | -61.7% | -32.8% |
| All | +22.9% | -23.0% | +46.0% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling