-12.4%
IP vs BWA
+26.5%
-38.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.8% | 0.0% |
| 7D | -5.1% | -5.5% | +0.4% | -3.3% |
| 30D | +8.5% | -21.7% | +30.2% | +17.4% |
| 3M | -13.8% | -25.6% | +11.8% | -5.4% |
| 6M | +5.7% | -17.4% | +23.2% | +11.3% |
| YTD | -9.1% | +9.2% | -18.3% | -14.8% |
| 1Y | -0.8% | +9.7% | -10.6% | -7.2% |
| 3Y | +14.8% | +54.6% | -39.8% | -9.0% |
| All | -12.4% | +26.5% | -38.8% | -29.3% |
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 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