+18.3%
IP vs NYT
+465.6%
-447.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.0% | -3.1% | -4.5% |
| 7D | -4.6% | -1.6% | -3.0% | -4.2% |
| 30D | -15.3% | +2.8% | -18.0% | -15.9% |
| 3M | +2.7% | -9.2% | +11.9% | +4.8% |
| 6M | -7.4% | -17.1% | +9.7% | -3.3% |
| YTD | -8.8% | -3.2% | -5.6% | -9.0% |
| 1Y | -22.4% | +15.7% | -38.2% | -26.4% |
| 3Y | +14.2% | +55.7% | -41.5% | -2.0% |
| 5Y | -21.8% | +39.4% | -61.2% | -33.0% |
| 10Y | +18.3% | +485.6% | -467.3% | -32.2% |
| All | +18.3% | +465.6% | -447.3% | -32.2% |
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