-0.8%
IP vs WEC
+6.8%
-7.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.4% |
| 7D | -5.1% | -0.2% | -4.9% | -5.0% |
| 30D | +8.5% | +12.3% | -3.8% | +5.8% |
| 3M | -13.8% | +8.3% | -22.1% | -15.4% |
| 6M | +5.7% | +3.5% | +2.3% | +5.2% |
| YTD | -9.1% | +12.7% | -21.8% | -14.9% |
| 1Y | -0.8% | +8.2% | -9.0% | -2.7% |
| All | -0.8% | +6.8% | -7.6% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling