-11.5%
IP vs WCN
+48.0%
-59.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | 0.0% | +2.6% | -2.6% | -0.6% |
| 30D | +9.4% | +25.3% | -15.9% | +3.8% |
| 3M | -14.1% | +15.2% | -29.3% | -16.9% |
| 6M | +9.2% | +26.4% | -17.2% | +3.2% |
| YTD | -7.5% | +9.9% | -17.5% | -9.8% |
| 1Y | -2.8% | +16.2% | -19.0% | -6.6% |
| 3Y | +21.2% | +49.4% | -28.2% | +5.4% |
| 5Y | -11.5% | +46.2% | -57.6% | -23.5% |
| All | -11.5% | +48.0% | -59.5% | -23.5% |
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