-9.7%
IP vs NYT
+54.5%
-64.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +1.6% |
| 7D | -3.0% | +3.2% | -6.2% | -3.7% |
| 30D | +10.6% | +8.8% | +1.8% | +8.5% |
| 3M | -13.6% | +14.0% | -27.6% | -16.4% |
| 6M | +10.4% | -8.5% | +18.9% | +12.0% |
| YTD | -6.5% | +5.2% | -11.7% | -8.7% |
| 1Y | -2.1% | +19.1% | -21.2% | -7.3% |
| 3Y | +22.0% | +73.3% | -51.3% | +2.4% |
| 5Y | -9.7% | +55.7% | -65.4% | -29.6% |
| All | -9.7% | +54.5% | -64.2% | -29.6% |
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