-16.1%
IP vs WCN
+30.3%
-46.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | -5.3% | -0.6% | -4.6% | -5.1% |
| 30D | -10.9% | +0.4% | -11.3% | -10.9% |
| 3M | +11.2% | +7.3% | +3.8% | +9.3% |
| 6M | -10.2% | -2.5% | -7.7% | -9.9% |
| YTD | -2.0% | -5.4% | +3.4% | -0.9% |
| 1Y | -19.1% | -8.5% | -10.6% | -17.5% |
| 3Y | +20.9% | +20.8% | +0.1% | +11.5% |
| All | -16.1% | +30.3% | -46.5% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling