+50.1%
IP vs NWSA
+127.4%
-77.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +3.0% |
| 7D | -5.3% | -1.9% | -3.4% | -4.5% |
| 30D | -10.9% | +4.6% | -15.4% | -12.8% |
| 3M | +11.2% | +13.2% | -2.1% | +4.6% |
| 6M | -10.2% | +27.0% | -37.2% | -20.0% |
| YTD | -2.0% | +16.8% | -18.8% | -10.0% |
| 1Y | -19.1% | +4.5% | -23.6% | -22.0% |
| 3Y | +20.9% | +46.2% | -25.4% | -1.2% |
| 5Y | -17.8% | +40.9% | -58.7% | -33.9% |
| 10Y | +23.5% | +145.1% | -121.6% | -29.9% |
| All | +50.1% | +127.4% | -77.3% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling