+15.9%
IP vs GWW
+665.1%
-649.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.6% |
| 7D | -0.9% | +3.7% | -4.6% | -2.5% |
| 30D | +6.7% | +13.6% | -6.9% | +0.6% |
| 3M | -16.6% | +15.4% | -31.9% | -22.0% |
| 6M | +6.0% | +21.8% | -15.8% | -3.6% |
| YTD | -10.7% | +50.0% | -60.7% | -26.2% |
| 1Y | -6.7% | +60.2% | -66.9% | -25.2% |
| 3Y | +17.1% | +94.4% | -77.2% | -15.2% |
| 5Y | -14.6% | +221.8% | -236.4% | -52.4% |
| All | +15.9% | +665.1% | -649.1% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling