+22.4%
IP vs WAT
+230.7%
-208.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.0% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | +9.2% | +9.0% | +0.2% | +5.4% |
| 3M | -16.1% | +13.5% | -29.6% | -20.4% |
| 6M | +9.6% | +35.3% | -25.7% | -3.3% |
| YTD | -8.8% | +24.0% | -32.8% | -17.8% |
| 1Y | -5.5% | +22.0% | -27.5% | -14.2% |
| 3Y | +19.6% | +84.0% | -64.4% | -13.7% |
| 5Y | -13.5% | +34.4% | -47.8% | -29.8% |
| 10Y | +22.4% | +231.4% | -209.0% | -34.4% |
| All | +22.4% | +230.7% | -208.3% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling