+319.9%
IP vs GWW
+15,890.6%
-15,570.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -2.7% |
| 7D | -5.0% | +5.8% | -10.8% | -7.7% |
| 30D | +6.5% | +13.8% | -7.3% | -0.2% |
| 3M | -18.0% | +13.2% | -31.2% | -23.1% |
| 6M | +10.3% | +28.4% | -18.1% | -3.1% |
| YTD | -9.9% | +44.7% | -54.6% | -25.4% |
| 1Y | -1.1% | +52.1% | -53.1% | -20.1% |
| 3Y | +13.0% | +93.9% | -80.8% | -20.5% |
| 5Y | -12.3% | +221.4% | -233.7% | -53.3% |
| 10Y | +26.8% | +719.8% | -693.0% | -60.5% |
| All | +319.9% | +15,890.6% | -15,570.7% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling