+26.8%
IP vs GWW
+694.6%
-667.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | -3.0% | +5.1% | -8.1% | -5.3% |
| 30D | +10.6% | +12.2% | -1.6% | +4.8% |
| 3M | -13.6% | +13.5% | -27.1% | -18.6% |
| 6M | +10.4% | +17.8% | -7.4% | +2.0% |
| YTD | -6.5% | +44.3% | -50.8% | -21.3% |
| 1Y | -2.1% | +52.8% | -55.0% | -19.8% |
| 3Y | +22.0% | +89.9% | -67.9% | -10.7% |
| 5Y | -9.7% | +214.5% | -224.2% | -49.1% |
| 10Y | +26.8% | +657.6% | -630.8% | -47.1% |
| All | +26.8% | +694.6% | -667.8% | -47.1% |
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