+22.4%
IP vs WCC
+453.1%
-430.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.7% | -2.4% |
| 7D | -2.8% | +3.3% | -6.1% | -4.0% |
| 30D | +9.2% | -9.4% | +18.6% | +11.8% |
| 3M | -16.1% | -10.5% | -5.6% | -14.2% |
| 6M | +9.6% | -10.4% | +20.0% | +11.3% |
| YTD | -8.8% | +34.4% | -43.2% | -20.4% |
| 1Y | -5.5% | +27.7% | -33.2% | -16.2% |
| 3Y | +19.6% | +137.9% | -118.3% | -19.7% |
| 5Y | -13.5% | +147.0% | -160.5% | -46.2% |
| 10Y | +22.4% | +442.5% | -420.1% | -51.9% |
| All | +22.4% | +453.1% | -430.7% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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