+24.1%
IP vs WPM
+665.3%
-641.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.1% | +4.0% | -0.7% |
| 7D | 0.0% | +16.4% | -16.3% | -1.3% |
| 30D | +9.4% | -1.5% | +10.8% | +9.4% |
| 3M | -14.1% | +2.6% | -16.6% | -14.4% |
| 6M | +9.2% | -1.3% | +10.5% | +8.7% |
| YTD | -7.5% | +16.8% | -24.3% | -9.2% |
| 1Y | -2.8% | +34.1% | -36.9% | -5.3% |
| 3Y | +21.2% | +225.1% | -203.9% | +9.8% |
| 5Y | -11.5% | +234.5% | -246.0% | -21.0% |
| All | +24.1% | +665.3% | -641.2% | +9.2% |
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