-16.1%
IP vs BUD
+46.3%
-62.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.8% |
| 3M | +11.2% | +3.1% | +8.1% | +9.7% |
| 6M | -10.2% | +7.9% | -18.1% | -13.2% |
| YTD | -2.0% | +27.3% | -29.3% | -11.4% |
| 1Y | -19.1% | +37.8% | -56.9% | -29.0% |
| 3Y | +20.9% | +49.8% | -29.0% | +1.3% |
| All | -16.1% | +46.3% | -62.4% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling