-19.1%
IP vs NWSA
+5.5%
-24.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.5% |
| 7D | -5.3% | -1.9% | -3.4% | -5.0% |
| 30D | -10.9% | +4.6% | -15.4% | -11.5% |
| 3M | +11.2% | +13.2% | -2.1% | +8.8% |
| 6M | -10.2% | +27.0% | -37.2% | -14.1% |
| YTD | -2.0% | +16.8% | -18.8% | -4.8% |
| 1Y | -19.1% | +4.5% | -23.6% | -21.7% |
| All | -19.1% | +5.5% | -24.6% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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