-13.1%
IP vs NWSA
+13.2%
-26.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.4% | +9.4% | +1.2% |
| 7D | -5.0% | -10.1% | +5.1% | -1.3% |
| 30D | +6.5% | -7.3% | +13.8% | +9.2% |
| 3M | -18.0% | -8.6% | -9.5% | -15.8% |
| 6M | +10.3% | +4.4% | +5.9% | +7.0% |
| YTD | -9.9% | +2.1% | -12.0% | -12.4% |
| 1Y | -1.1% | +4.1% | -5.1% | -4.6% |
| 3Y | +13.0% | +23.5% | -10.5% | +0.2% |
| All | -13.1% | +13.2% | -26.3% | -25.9% |
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