+26.5%
IP vs BBWI
-43.7%
+70.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.5% |
| 7D | -5.1% | -6.2% | +1.1% | -3.8% |
| 30D | +8.5% | +19.9% | -11.4% | +4.3% |
| 3M | -13.8% | +7.1% | -21.0% | -15.6% |
| 6M | +5.7% | +13.7% | -7.9% | +1.8% |
| YTD | -9.1% | +9.6% | -18.7% | -12.6% |
| 1Y | -0.8% | -1.6% | +0.8% | -3.4% |
| 3Y | +14.8% | -25.9% | +40.7% | +15.1% |
| 5Y | -11.5% | -67.8% | +56.3% | +0.7% |
| All | +26.5% | -43.7% | +70.2% | +9.9% |
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