+23.9%
IP vs GWW
+91.9%
-68.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.8% |
| 7D | -5.3% | +1.4% | -6.7% | -5.9% |
| 30D | -10.9% | +3.3% | -14.1% | -12.2% |
| 3M | +11.2% | +2.9% | +8.2% | +9.5% |
| 6M | -10.2% | +15.8% | -26.0% | -16.4% |
| YTD | -2.0% | +32.0% | -34.0% | -13.9% |
| 1Y | -19.1% | +29.9% | -49.0% | -28.7% |
| All | +23.9% | +91.9% | -68.0% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling