-4.6%
IP vs BWA
+12.3%
-16.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -0.3% | +4.3% | -4.6% | -1.4% |
| 30D | +7.9% | -13.0% | +20.9% | +11.6% |
| 3M | -15.3% | -24.8% | +9.5% | -9.2% |
| 6M | +10.5% | -23.5% | +34.0% | +17.4% |
| YTD | -9.4% | +13.8% | -23.2% | -19.6% |
| 1Y | -4.6% | +13.4% | -18.1% | -15.3% |
| All | -4.6% | +12.3% | -16.9% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling