+17.6%
IP vs NYT
+540.3%
-522.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.4% | +1.0% |
| 7D | -0.3% | +6.5% | -6.8% | -1.9% |
| 30D | +7.9% | +8.4% | -0.5% | +5.7% |
| 3M | -15.3% | +13.9% | -29.3% | -18.4% |
| 6M | +10.5% | -4.8% | +15.3% | +11.1% |
| YTD | -9.4% | +6.2% | -15.5% | -12.0% |
| 1Y | -4.6% | +14.3% | -18.9% | -9.2% |
| 3Y | +21.2% | +73.6% | -52.3% | +0.9% |
| 5Y | -13.3% | +60.6% | -74.0% | -28.5% |
| All | +17.6% | +540.3% | -522.7% | -30.0% |
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