-12.4%
IP vs WPM
+246.3%
-258.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.5% |
| 7D | -5.1% | +16.9% | -22.0% | -7.1% |
| 30D | +8.5% | +2.0% | +6.6% | +8.1% |
| 3M | -13.8% | +8.9% | -22.8% | -15.1% |
| 6M | +5.7% | +1.6% | +4.2% | +4.6% |
| YTD | -9.1% | +16.5% | -25.6% | -11.7% |
| 1Y | -0.8% | +42.2% | -43.0% | -5.3% |
| 3Y | +14.8% | +213.3% | -198.5% | -4.2% |
| All | -12.4% | +246.3% | -258.7% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling