-17.5%
IP vs NYT
+40.3%
-57.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | +0.1% | +0.3% | -0.3% | 0.0% |
| 30D | -11.2% | +7.0% | -18.2% | -12.6% |
| 3M | +12.3% | -7.9% | +20.2% | +13.9% |
| 6M | -5.2% | -15.0% | +9.8% | -2.3% |
| YTD | -4.0% | -1.3% | -2.7% | -4.5% |
| 1Y | -19.2% | +16.9% | -36.1% | -22.9% |
| 3Y | +20.3% | +58.9% | -38.6% | +4.1% |
| 5Y | -17.5% | +40.9% | -58.3% | -34.7% |
| All | -17.5% | +40.3% | -57.8% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling