-34.5%
IP vs WETO
-99.9%
+65.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.2% | +1.4% |
| 7D | -0.3% | -39.7% | +39.4% | -0.7% |
| 30D | +7.9% | -26.7% | +34.6% | +7.8% |
| 3M | -15.3% | -83.1% | +67.8% | -14.1% |
| 6M | +10.5% | -98.8% | +109.3% | +12.4% |
| YTD | -9.4% | -99.3% | +89.9% | -7.2% |
| 1Y | -4.6% | -99.4% | +94.8% | -2.3% |
| All | -34.5% | -99.9% | +65.3% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling