-16.1%
IP vs BWA
+91.4%
-107.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.3% |
| 7D | -5.3% | +5.7% | -10.9% | -7.0% |
| 30D | -10.9% | +1.4% | -12.3% | -11.4% |
| 3M | +11.2% | -12.1% | +23.3% | +15.5% |
| 6M | -10.2% | +28.6% | -38.8% | -18.5% |
| YTD | -2.0% | +51.1% | -53.1% | -17.1% |
| 1Y | -19.1% | +55.9% | -75.0% | -32.6% |
| 3Y | +20.9% | +70.1% | -49.3% | -5.7% |
| All | -16.1% | +91.4% | -107.5% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling