+17.6%
IP vs BBWI
-47.4%
+65.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +7.9% | +12.9% | -4.9% | +5.1% |
| 3M | -15.3% | +16.0% | -31.3% | -18.4% |
| 6M | +10.5% | +16.6% | -6.1% | +5.8% |
| YTD | -9.4% | +9.7% | -19.1% | -12.8% |
| 1Y | -4.6% | +1.5% | -6.1% | -7.7% |
| 3Y | +21.2% | -21.4% | +42.6% | +20.2% |
| 5Y | -13.3% | -67.6% | +54.2% | -1.5% |
| All | +17.6% | -47.4% | +65.1% | +2.2% |
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