+26.5%
IP vs GWW
+699.0%
-672.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.2% |
| 7D | -5.1% | +6.0% | -11.1% | -7.6% |
| 30D | +8.5% | +14.0% | -5.5% | +2.1% |
| 3M | -13.8% | +12.5% | -26.4% | -18.5% |
| 6M | +5.7% | +23.6% | -17.9% | -4.6% |
| YTD | -9.1% | +43.6% | -52.7% | -23.4% |
| 1Y | -0.8% | +52.5% | -53.3% | -18.6% |
| 3Y | +14.8% | +92.6% | -77.8% | -16.5% |
| 5Y | -11.5% | +219.0% | -230.5% | -50.4% |
| All | +26.5% | +699.0% | -672.5% | -47.7% |
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