+169.8%
IP vs WPM
+5,085.8%
-4,916.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.1% |
| 7D | -5.0% | +7.5% | -12.4% | -6.2% |
| 30D | +6.5% | -3.8% | +10.3% | +7.0% |
| 3M | -18.0% | +8.0% | -26.0% | -19.5% |
| 6M | +10.3% | +6.1% | +4.3% | +8.4% |
| YTD | -9.9% | +13.2% | -23.1% | -13.1% |
| 1Y | -1.1% | +37.9% | -38.9% | -7.7% |
| 3Y | +13.0% | +201.7% | -188.7% | -9.6% |
| 5Y | -12.3% | +240.0% | -252.3% | -32.4% |
| 10Y | +26.8% | +531.0% | -504.2% | -18.3% |
| All | +169.8% | +5,085.8% | -4,916.0% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling