+22.4%
IP vs NYT
+574.6%
-552.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -2.8% | +9.3% | -12.1% | -5.0% |
| 30D | +9.2% | +10.0% | -0.8% | +6.5% |
| 3M | -16.1% | +14.5% | -30.6% | -19.3% |
| 6M | +9.6% | -5.4% | +14.9% | +10.3% |
| YTD | -8.8% | +6.0% | -14.8% | -11.4% |
| 1Y | -5.5% | +16.7% | -22.3% | -10.6% |
| 3Y | +19.6% | +72.7% | -53.1% | -0.4% |
| 5Y | -13.5% | +59.8% | -73.3% | -28.5% |
| 10Y | +22.4% | +549.8% | -527.4% | -28.0% |
| All | +22.4% | +574.6% | -552.2% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling