+190.3%
IP vs WAT
+11,982.1%
-11,791.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.8% | -3.2% |
| 7D | -5.0% | -5.6% | +0.7% | -3.6% |
| 30D | +6.5% | +3.8% | +2.7% | +5.5% |
| 3M | -18.0% | +13.3% | -31.3% | -20.7% |
| 6M | +10.3% | +32.2% | -21.9% | +2.6% |
| YTD | -9.9% | +19.3% | -29.2% | -14.7% |
| 1Y | -1.1% | +21.8% | -22.9% | -6.8% |
| 3Y | +13.0% | +73.9% | -60.9% | -4.7% |
| 5Y | -12.3% | +32.1% | -44.3% | -21.8% |
| 10Y | +26.8% | +228.2% | -201.4% | -9.3% |
| All | +190.3% | +11,982.1% | -11,791.8% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling