-4.6%
IP vs NWSA
+2.3%
-6.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.2% | +1.0% |
| 7D | -0.3% | +2.2% | -2.5% | -0.6% |
| 30D | +7.9% | -8.8% | +16.7% | +9.5% |
| 3M | -15.3% | -6.5% | -8.8% | -14.2% |
| 6M | +10.5% | +1.5% | +9.0% | +10.6% |
| YTD | -9.4% | +4.0% | -13.4% | -10.5% |
| 1Y | -4.6% | +3.4% | -8.1% | -5.3% |
| All | -4.6% | +2.3% | -6.9% | -5.3% |
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