-6.7%
IP vs GWW
+60.2%
-66.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.6% |
| 7D | -0.9% | +3.7% | -4.6% | -2.8% |
| 30D | +6.7% | +13.6% | -6.9% | -0.4% |
| 3M | -16.6% | +15.4% | -31.9% | -22.7% |
| 6M | +6.0% | +21.8% | -15.8% | -5.8% |
| YTD | -10.7% | +50.0% | -60.7% | -33.2% |
| 1Y | -6.7% | +60.2% | -66.9% | -33.6% |
| All | -6.7% | +60.2% | -66.9% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling