-12.3%
IP vs WAB
+207.7%
-220.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -0.9% |
| 7D | -5.0% | -2.5% | -2.5% | -3.8% |
| 30D | +6.5% | -4.4% | +10.9% | +9.0% |
| 3M | -18.0% | -5.9% | -12.1% | -15.4% |
| 6M | +10.3% | +5.9% | +4.4% | +6.8% |
| YTD | -9.9% | +30.9% | -40.8% | -22.2% |
| 1Y | -1.1% | +35.8% | -36.9% | -16.2% |
| 3Y | +13.0% | +154.0% | -141.0% | -33.9% |
| 5Y | -12.3% | +203.9% | -216.1% | -54.8% |
| All | -12.3% | +207.7% | -220.0% | -54.8% |
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