+22.9%
IP vs BBWI
-54.8%
+77.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.7% | +1.6% |
| 7D | -5.3% | +1.5% | -6.8% | -5.6% |
| 30D | -10.9% | -5.2% | -5.7% | -10.1% |
| 3M | +11.2% | +11.1% | +0.1% | +8.1% |
| 6M | -10.2% | -13.4% | +3.1% | -8.8% |
| YTD | -2.0% | +0.1% | -2.1% | -3.6% |
| 1Y | -19.1% | -36.1% | +17.0% | -13.5% |
| 3Y | +20.9% | -44.1% | +64.9% | +28.6% |
| 5Y | -17.8% | -66.2% | +48.4% | -6.9% |
| All | +22.9% | -54.8% | +77.7% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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