+22.9%
IP vs WEC
+141.2%
-118.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | -5.3% | -0.3% | -5.0% | -5.2% |
| 30D | -10.9% | -1.3% | -9.6% | -10.5% |
| 3M | +11.2% | -3.9% | +15.1% | +12.8% |
| 6M | -10.2% | -8.3% | -1.9% | -7.5% |
| YTD | -2.0% | +3.1% | -5.0% | -3.7% |
| 1Y | -19.1% | +1.9% | -21.0% | -20.1% |
| 3Y | +20.9% | +41.9% | -21.1% | +3.0% |
| 5Y | -17.8% | +30.8% | -48.6% | -28.3% |
| All | +22.9% | +141.2% | -118.3% | -2.9% |
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