+24.1%
IP vs WAT
+234.0%
-209.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | 0.0% | +3.4% | -3.4% | -1.3% |
| 30D | +9.4% | +9.6% | -0.3% | +5.3% |
| 3M | -14.1% | +15.5% | -29.5% | -19.0% |
| 6M | +9.2% | +33.9% | -24.7% | -3.2% |
| YTD | -7.5% | +25.2% | -32.7% | -17.0% |
| 1Y | -2.8% | +26.3% | -29.1% | -13.0% |
| 3Y | +21.2% | +85.8% | -64.6% | -12.9% |
| 5Y | -11.5% | +35.3% | -46.8% | -28.4% |
| All | +24.1% | +234.0% | -209.9% | -33.8% |
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