-4.7%
IP vs WETO
-99.4%
+94.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.0% | -9.3% | -1.2% |
| 7D | -2.8% | -25.4% | +22.7% | -3.0% |
| 30D | +9.2% | -36.5% | +45.7% | +8.8% |
| 3M | -16.1% | -85.6% | +69.5% | -15.0% |
| 6M | +9.6% | -98.7% | +108.3% | +11.3% |
| YTD | -8.8% | -99.2% | +90.5% | -1.8% |
| All | -4.7% | -99.4% | +94.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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