+26.5%
IP vs WEC
+176.2%
-149.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.7% |
| 7D | -5.1% | -0.2% | -4.9% | -5.0% |
| 30D | +8.5% | +12.3% | -3.8% | +3.6% |
| 3M | -13.8% | +8.3% | -22.1% | -16.6% |
| 6M | +5.7% | +3.5% | +2.3% | +4.1% |
| YTD | -9.1% | +12.7% | -21.8% | -13.8% |
| 1Y | -0.8% | +8.2% | -9.0% | -4.4% |
| 3Y | +14.8% | +55.9% | -41.1% | -5.6% |
| 5Y | -11.5% | +51.2% | -62.8% | -27.1% |
| All | +26.5% | +176.2% | -149.7% | -1.3% |
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