+24.1%
IP vs BWA
+89.5%
-65.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.3% |
| 7D | 0.0% | -2.4% | +2.5% | +1.0% |
| 30D | +9.4% | -17.7% | +27.1% | +18.4% |
| 3M | -14.1% | -27.0% | +12.9% | -2.5% |
| 6M | +9.2% | -17.3% | +26.5% | +16.4% |
| YTD | -7.5% | +12.9% | -20.4% | -15.9% |
| 1Y | -2.8% | +12.9% | -15.7% | -11.6% |
| 3Y | +21.2% | +62.1% | -40.9% | -10.2% |
| 5Y | -11.5% | +30.7% | -42.2% | -30.4% |
| All | +24.1% | +89.5% | -65.5% | -22.6% |
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