-12.3%
IP vs BWA
+22.8%
-35.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.7% | +1.7% | -2.1% |
| 7D | -5.0% | -10.8% | +5.9% | -1.4% |
| 30D | +6.5% | -25.0% | +31.5% | +16.9% |
| 3M | -18.0% | -28.6% | +10.6% | -8.7% |
| 6M | +10.3% | -16.6% | +26.9% | +15.7% |
| YTD | -9.9% | +6.3% | -16.2% | -14.7% |
| 1Y | -1.1% | +7.2% | -8.2% | -6.7% |
| 3Y | +13.0% | +48.2% | -35.2% | -9.0% |
| 5Y | -12.3% | +23.4% | -35.7% | -28.4% |
| All | -12.3% | +22.8% | -35.0% | -28.4% |
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