+356.7%
IP vs GWW
+14,492.5%
-14,135.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.3% |
| 3M | +11.2% | +2.9% | +8.2% | +9.4% |
| 6M | -10.2% | +15.8% | -26.0% | -16.8% |
| YTD | -2.0% | +32.0% | -34.0% | -15.0% |
| 1Y | -19.1% | +29.9% | -49.0% | -29.3% |
| 3Y | +20.9% | +91.1% | -70.2% | -14.3% |
| 5Y | -17.8% | +223.9% | -241.7% | -56.5% |
| 10Y | +23.5% | +567.0% | -543.5% | -57.3% |
| All | +356.7% | +14,492.5% | -14,135.8% | -54.4% |
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 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