-12.4%
IP vs WAB
+203.5%
-215.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.2% |
| 7D | -5.1% | +1.4% | -6.5% | -5.9% |
| 30D | +8.5% | +0.4% | +8.1% | +8.1% |
| 3M | -13.8% | -3.8% | -10.0% | -12.1% |
| 6M | +5.7% | +5.1% | +0.7% | +2.7% |
| YTD | -9.1% | +33.3% | -42.4% | -22.4% |
| 1Y | -0.8% | +39.8% | -40.6% | -17.3% |
| 3Y | +14.8% | +161.1% | -146.3% | -34.0% |
| All | -12.4% | +203.5% | -215.9% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling