+161.8%
IP vs WAB
+4,027.3%
-3,865.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -1.8% |
| 7D | -5.0% | -2.5% | -2.5% | -4.1% |
| 30D | +6.5% | -4.4% | +10.9% | +8.2% |
| 3M | -18.0% | -5.9% | -12.1% | -16.2% |
| 6M | +10.3% | +5.9% | +4.4% | +8.0% |
| YTD | -9.9% | +30.9% | -40.8% | -18.6% |
| 1Y | -1.1% | +35.8% | -36.9% | -11.8% |
| 3Y | +13.0% | +154.0% | -141.0% | -21.1% |
| 5Y | -12.3% | +203.9% | -216.1% | -43.0% |
| 10Y | +26.8% | +286.7% | -259.9% | -28.5% |
| All | +161.8% | +4,027.3% | -3,865.5% | -19.8% |
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 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