+17.6%
IP vs WPM
+749.7%
-732.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -0.3% | -3.6% | +3.3% | 0.0% |
| 30D | +7.9% | +1.4% | +6.5% | +7.7% |
| 3M | -15.3% | -0.2% | -15.1% | -15.5% |
| 6M | +10.5% | -7.3% | +17.8% | +10.6% |
| YTD | -9.4% | +12.3% | -21.7% | -10.7% |
| 1Y | -4.6% | +24.9% | -29.5% | -6.6% |
| 3Y | +21.2% | +210.4% | -189.1% | +10.3% |
| 5Y | -13.3% | +210.4% | -223.7% | -22.2% |
| All | +17.6% | +749.7% | -732.1% | +4.9% |
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