+26.5%
IP vs WAT
+227.3%
-200.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -5.1% | -1.1% | -4.0% | -4.7% |
| 30D | +8.5% | +5.0% | +3.6% | +6.3% |
| 3M | -13.8% | +14.5% | -28.3% | -18.6% |
| 6M | +5.7% | +30.9% | -25.2% | -5.5% |
| YTD | -9.1% | +20.5% | -29.6% | -17.2% |
| 1Y | -0.8% | +23.3% | -24.1% | -10.4% |
| 3Y | +14.8% | +81.5% | -66.7% | -16.9% |
| 5Y | -11.5% | +33.4% | -44.9% | -28.3% |
| All | +26.5% | +227.3% | -200.8% | -31.7% |
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