+22.4%
IP vs BWA
+92.6%
-70.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -2.0% |
| 7D | -2.8% | +1.7% | -4.5% | -3.5% |
| 30D | +9.2% | -14.6% | +23.8% | +16.3% |
| 3M | -16.1% | -26.2% | +10.1% | -5.2% |
| 6M | +9.6% | -18.4% | +28.0% | +17.6% |
| YTD | -8.8% | +14.7% | -23.4% | -17.6% |
| 1Y | -5.5% | +13.3% | -18.9% | -14.2% |
| 3Y | +19.6% | +64.7% | -45.1% | -12.0% |
| 5Y | -13.5% | +32.2% | -45.6% | -32.2% |
| 10Y | +22.4% | +96.8% | -74.4% | -24.1% |
| All | +22.4% | +92.6% | -70.2% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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