-12.3%
IP vs WEC
+56.3%
-68.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | -5.0% | +3.2% | -8.2% | -6.0% |
| 30D | +6.5% | +14.7% | -8.1% | +1.4% |
| 3M | -18.0% | +10.2% | -28.3% | -20.9% |
| 6M | +10.3% | +4.5% | +5.8% | +8.4% |
| YTD | -9.9% | +15.1% | -25.0% | -14.9% |
| 1Y | -1.1% | +9.4% | -10.5% | -4.7% |
| 3Y | +13.0% | +56.9% | -43.9% | -6.8% |
| 5Y | -12.3% | +54.4% | -66.7% | -28.4% |
| All | -12.3% | +56.3% | -68.5% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling