-4.6%
IP vs WPM
+21.9%
-26.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -0.3% | -3.6% | +3.3% | +0.5% |
| 30D | +7.9% | +1.4% | +6.5% | +7.4% |
| 3M | -15.3% | -0.2% | -15.1% | -15.8% |
| 6M | +10.5% | -7.3% | +17.8% | +9.9% |
| YTD | -9.4% | +12.3% | -21.7% | -13.9% |
| 1Y | -4.6% | +24.9% | -29.5% | -11.5% |
| All | -4.6% | +21.9% | -26.6% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling