-11.5%
IP vs NWSA
+17.3%
-28.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | 0.0% | -9.7% | +9.7% | +3.7% |
| 30D | +9.4% | -8.6% | +18.0% | +12.8% |
| 3M | -14.1% | -6.3% | -7.8% | -12.4% |
| 6M | +9.2% | -1.2% | +10.4% | +8.4% |
| YTD | -7.5% | +2.6% | -10.2% | -10.3% |
| 1Y | -2.8% | 0.0% | -2.8% | -4.6% |
| 3Y | +21.2% | +30.1% | -8.8% | +5.2% |
| 5Y | -11.5% | +18.3% | -29.8% | -25.4% |
| All | -11.5% | +17.3% | -28.8% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling