-9.7%
IP vs WPM
+266.6%
-276.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +2.1% |
| 7D | -3.0% | +20.8% | -23.8% | -5.5% |
| 30D | +10.6% | +3.8% | +6.8% | +9.9% |
| 3M | -13.6% | +7.4% | -21.0% | -14.7% |
| 6M | +10.4% | +4.0% | +6.5% | +8.8% |
| YTD | -6.5% | +23.0% | -29.5% | -9.8% |
| 1Y | -2.1% | +45.9% | -48.1% | -7.0% |
| 3Y | +22.0% | +242.9% | -220.9% | +0.5% |
| 5Y | -9.7% | +259.5% | -269.2% | -29.7% |
| All | -9.7% | +266.6% | -276.3% | -29.7% |
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