+193.5%
IP vs WPM
+5,967.5%
-5,774.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.4% |
| 7D | -5.3% | +1.1% | -6.3% | -5.5% |
| 30D | -10.9% | +26.4% | -37.2% | -14.4% |
| 3M | +11.2% | +20.8% | -9.7% | +7.3% |
| 6M | -10.2% | +1.1% | -11.3% | -11.0% |
| YTD | -2.0% | +32.5% | -34.4% | -7.6% |
| 1Y | -19.1% | +51.5% | -70.6% | -25.7% |
| 3Y | +20.9% | +267.0% | -246.2% | -6.3% |
| 5Y | -17.8% | +250.1% | -267.9% | -36.9% |
| 10Y | +23.5% | +540.4% | -516.8% | -20.2% |
| All | +193.5% | +5,967.5% | -5,774.0% | +5.2% |
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