-2.8%
IP vs GWW
+55.9%
-58.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -2.0% |
| 7D | 0.0% | +5.5% | -5.5% | -2.8% |
| 30D | +9.4% | +14.4% | -5.0% | +1.7% |
| 3M | -14.1% | +13.7% | -27.8% | -19.8% |
| 6M | +9.2% | +20.1% | -10.9% | -2.2% |
| YTD | -7.5% | +47.1% | -54.6% | -30.0% |
| 1Y | -2.8% | +56.2% | -59.0% | -30.3% |
| All | -2.8% | +55.9% | -58.7% | -30.3% |
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