+22.9%
IP vs WPM
+521.8%
-498.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.3% |
| 7D | -5.3% | +1.1% | -6.3% | -5.4% |
| 30D | -10.9% | +26.4% | -37.2% | -12.6% |
| 3M | +11.2% | +20.8% | -9.7% | +9.1% |
| 6M | -10.2% | +1.1% | -11.3% | -11.0% |
| YTD | -2.0% | +32.5% | -34.4% | -4.6% |
| 1Y | -19.1% | +51.5% | -70.6% | -21.9% |
| 3Y | +20.9% | +267.0% | -246.2% | +8.6% |
| 5Y | -17.8% | +250.1% | -267.9% | -26.9% |
| All | +22.9% | +521.8% | -498.8% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling