+15.9%
IP vs WEC
+195.2%
-179.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | +6.7% | +11.0% | -4.3% | +2.4% |
| 3M | -16.6% | +8.6% | -25.2% | -19.3% |
| 6M | +6.0% | +6.2% | -0.2% | +3.3% |
| YTD | -10.7% | +14.3% | -25.0% | -15.8% |
| 1Y | -6.7% | +8.4% | -15.1% | -10.1% |
| 3Y | +17.1% | +62.9% | -45.7% | -5.6% |
| 5Y | -14.6% | +55.8% | -70.4% | -30.6% |
| All | +15.9% | +195.2% | -179.3% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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