+24.1%
IP vs WEC
+189.6%
-165.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | 0.0% | +1.4% | -1.4% | -0.5% |
| 30D | +9.4% | +12.8% | -3.4% | +4.2% |
| 3M | -14.1% | +11.2% | -25.3% | -17.7% |
| 6M | +9.2% | +6.6% | +2.6% | +6.2% |
| YTD | -7.5% | +13.8% | -21.4% | -12.7% |
| 1Y | -2.8% | +7.6% | -10.4% | -6.1% |
| 3Y | +21.2% | +62.2% | -41.0% | -2.1% |
| 5Y | -11.5% | +52.0% | -63.5% | -27.3% |
| All | +24.1% | +189.6% | -165.6% | -5.5% |
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