+38.0%
IP vs NWSA
+98.8%
-60.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.4% | +9.4% | +1.9% |
| 7D | -5.0% | -10.1% | +5.1% | -0.8% |
| 30D | +6.5% | -7.3% | +13.8% | +9.6% |
| 3M | -18.0% | -8.6% | -9.5% | -15.4% |
| 6M | +10.3% | +4.4% | +5.9% | +6.7% |
| YTD | -9.9% | +2.1% | -12.0% | -12.7% |
| 1Y | -1.1% | +4.1% | -5.1% | -5.0% |
| 3Y | +13.0% | +23.5% | -10.5% | -0.8% |
| 5Y | -12.3% | +13.5% | -25.8% | -22.4% |
| 10Y | +26.8% | +149.4% | -122.5% | -27.7% |
| All | +38.0% | +98.8% | -60.8% | -16.2% |
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