-16.1%
IP vs BBWI
-66.0%
+49.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.7% | +1.5% |
| 7D | -5.3% | +1.5% | -6.8% | -5.6% |
| 30D | -10.9% | -5.2% | -5.7% | -10.0% |
| 3M | +11.2% | +11.1% | +0.1% | +7.8% |
| 6M | -10.2% | -13.4% | +3.1% | -8.6% |
| YTD | -2.0% | +0.1% | -2.1% | -3.7% |
| 1Y | -19.1% | -36.1% | +17.0% | -12.5% |
| 3Y | +20.9% | -44.1% | +64.9% | +29.1% |
| All | -16.1% | -66.0% | +49.9% | -6.5% |
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