+14.8%
IP vs WAB
+157.8%
-143.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.1% |
| 7D | -5.1% | +1.4% | -6.5% | -5.8% |
| 30D | +8.5% | +0.4% | +8.1% | +8.1% |
| 3M | -13.8% | -3.8% | -10.0% | -12.2% |
| 6M | +5.7% | +5.1% | +0.7% | +2.9% |
| YTD | -9.1% | +33.3% | -42.4% | -21.0% |
| 1Y | -0.8% | +39.8% | -40.6% | -15.5% |
| 3Y | +14.8% | +161.1% | -146.3% | -20.6% |
| All | +14.8% | +157.8% | -143.0% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling