+184.7%
IP vs WAB
+4,092.2%
-3,907.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -5.3% | -3.2% | -2.1% | -4.1% |
| 30D | -10.9% | -4.4% | -6.4% | -9.3% |
| 3M | +11.2% | +7.9% | +3.3% | +8.2% |
| 6M | -10.2% | +8.7% | -18.9% | -13.0% |
| YTD | -2.0% | +33.0% | -35.0% | -11.9% |
| 1Y | -19.1% | +46.7% | -65.7% | -30.0% |
| 3Y | +20.9% | +153.0% | -132.1% | -15.5% |
| 5Y | -17.8% | +222.3% | -240.1% | -47.7% |
| 10Y | +23.5% | +291.0% | -267.5% | -30.6% |
| All | +184.7% | +4,092.2% | -3,907.5% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling