+21.2%
IP vs GWW
+93.2%
-72.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | -0.3% | +3.6% | -3.8% | -1.9% |
| 30D | +7.9% | +12.1% | -4.2% | +2.4% |
| 3M | -15.3% | +12.9% | -28.2% | -20.0% |
| 6M | +10.5% | +19.3% | -8.8% | +1.6% |
| YTD | -9.4% | +48.7% | -58.1% | -24.9% |
| 1Y | -4.6% | +60.5% | -65.1% | -23.5% |
| 3Y | +21.2% | +93.3% | -72.0% | -1.4% |
| All | +21.2% | +93.2% | -72.0% | -1.4% |
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