+356.7%
IP vs WEC
+3,978.4%
-3,621.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.4% |
| 3M | +11.2% | -3.9% | +15.1% | +13.0% |
| 6M | -10.2% | -8.3% | -1.9% | -7.1% |
| YTD | -2.0% | +3.1% | -5.0% | -3.8% |
| 1Y | -19.1% | +1.9% | -21.0% | -20.2% |
| 3Y | +20.9% | +41.9% | -21.1% | +1.2% |
| 5Y | -17.8% | +30.8% | -48.6% | -29.4% |
| 10Y | +23.5% | +141.9% | -118.4% | -23.0% |
| All | +356.7% | +3,978.4% | -3,621.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling