+22.9%
IP vs WAB
+291.6%
-268.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.8% |
| 7D | -5.3% | -3.2% | -2.1% | -3.7% |
| 30D | -10.9% | -4.4% | -6.4% | -8.8% |
| 3M | +11.2% | +7.9% | +3.3% | +7.2% |
| 6M | -10.2% | +8.7% | -18.9% | -14.0% |
| YTD | -2.0% | +33.0% | -35.0% | -14.7% |
| 1Y | -19.1% | +46.7% | -65.7% | -33.0% |
| 3Y | +20.9% | +153.0% | -132.1% | -24.5% |
| 5Y | -17.8% | +222.3% | -240.1% | -54.8% |
| All | +22.9% | +291.6% | -268.7% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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