-9.7%
IP vs BBWI
-67.1%
+57.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.4% |
| 7D | -3.0% | -6.2% | +3.1% | -1.5% |
| 30D | +10.6% | +25.5% | -14.9% | +4.7% |
| 3M | -13.6% | +8.0% | -21.6% | -15.7% |
| 6M | +10.4% | +12.7% | -2.3% | +6.1% |
| YTD | -6.5% | +11.6% | -18.1% | -10.7% |
| 1Y | -2.1% | -0.9% | -1.2% | -5.0% |
| 3Y | +22.0% | -22.7% | +44.7% | +21.1% |
| 5Y | -9.7% | -67.2% | +57.5% | -1.6% |
| All | -9.7% | -67.1% | +57.4% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling