+26.5%
IP vs BUD
-9.0%
+35.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.5% |
| 7D | -5.1% | +4.5% | -9.5% | -6.9% |
| 30D | +8.5% | +12.5% | -4.0% | +2.8% |
| 3M | -13.8% | 0.0% | -13.8% | -14.1% |
| 6M | +5.7% | +3.8% | +1.9% | +3.5% |
| YTD | -9.1% | +33.1% | -42.2% | -20.3% |
| 1Y | -0.8% | +35.5% | -36.3% | -13.8% |
| 3Y | +14.8% | +49.4% | -34.6% | -5.8% |
| 5Y | -11.5% | +48.0% | -59.6% | -28.5% |
| All | +26.5% | -9.0% | +35.5% | +6.5% |
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