-12.4%
IP vs BBWI
-67.9%
+55.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.6% |
| 7D | -5.1% | -6.2% | +1.1% | -3.6% |
| 30D | +8.5% | +19.9% | -11.4% | +3.8% |
| 3M | -13.8% | +7.1% | -21.0% | -15.8% |
| 6M | +5.7% | +13.7% | -7.9% | +1.4% |
| YTD | -9.1% | +9.6% | -18.7% | -12.9% |
| 1Y | -0.8% | -1.6% | +0.8% | -3.6% |
| 3Y | +14.8% | -25.9% | +40.7% | +15.0% |
| All | -12.4% | -67.9% | +55.5% | -4.1% |
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