-10.2%
IP vs WETO
-93.9%
+83.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -20.8% | +23.0% | +1.9% |
| 7D | -5.3% | -55.4% | +50.2% | -6.3% |
| 30D | -10.9% | -48.5% | +37.6% | -8.4% |
| 3M | +11.2% | -97.5% | +108.7% | +13.3% |
| 6M | -10.2% | -94.2% | +84.0% | -6.3% |
| All | -10.2% | -93.9% | +83.7% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling