+231.8%
IP vs BWA
+2,428.1%
-2,196.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.7% | +1.7% | -1.4% |
| 7D | -5.0% | -10.8% | +5.9% | -0.1% |
| 30D | +6.5% | -25.0% | +31.5% | +20.5% |
| 3M | -18.0% | -28.6% | +10.6% | -5.6% |
| 6M | +10.3% | -16.6% | +26.9% | +17.5% |
| YTD | -9.9% | +6.3% | -16.2% | -15.6% |
| 1Y | -1.1% | +7.2% | -8.2% | -7.7% |
| 3Y | +13.0% | +48.2% | -35.2% | -12.0% |
| 5Y | -12.3% | +23.4% | -35.7% | -28.6% |
| 10Y | +26.8% | +84.0% | -57.2% | -19.3% |
| All | +231.8% | +2,428.1% | -2,196.3% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling