-22.4%
IP vs NYT
+14.6%
-37.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.0% | -3.1% | -4.7% |
| 7D | -4.6% | -1.6% | -3.0% | -4.3% |
| 30D | -15.3% | +2.8% | -18.0% | -15.6% |
| 3M | +2.7% | -9.2% | +11.9% | +3.7% |
| 6M | -7.4% | -17.1% | +9.7% | -5.7% |
| YTD | -8.8% | -3.2% | -5.6% | -7.5% |
| 1Y | -22.4% | +15.7% | -38.2% | -23.8% |
| All | -22.4% | +14.6% | -37.0% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling