+356.7%
IP vs NYT
+763.5%
-406.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -5.3% | -1.3% | -4.0% | -4.9% |
| 30D | -10.9% | +2.7% | -13.6% | -11.7% |
| 3M | +11.2% | -10.3% | +21.5% | +14.3% |
| 6M | -10.2% | -16.6% | +6.3% | -5.7% |
| YTD | -2.0% | -2.3% | +0.3% | -2.5% |
| 1Y | -19.1% | +15.0% | -34.1% | -23.7% |
| 3Y | +20.9% | +57.1% | -36.3% | +1.0% |
| 5Y | -17.8% | +37.2% | -55.0% | -30.5% |
| 10Y | +23.5% | +464.3% | -440.8% | -38.6% |
| All | +356.7% | +763.5% | -406.8% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling