+8.0%
IP vs TW
+301.3%
-293.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | -0.3% | +3.9% | -4.2% | -1.1% |
| 30D | +7.9% | +19.9% | -12.0% | +4.0% |
| 3M | -15.3% | +25.9% | -41.3% | -19.3% |
| 6M | +10.5% | +21.1% | -10.6% | +5.6% |
| YTD | -9.4% | +23.9% | -33.3% | -14.2% |
| 1Y | -4.6% | +21.2% | -25.9% | -9.3% |
| 3Y | +21.2% | +44.8% | -23.5% | +8.5% |
| 5Y | -13.3% | +41.4% | -54.7% | -23.9% |
| All | +8.0% | +301.3% | -293.3% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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