+26.8%
IP vs WSM
+1,313.8%
-1,287.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.0% |
| 7D | -3.0% | +0.9% | -3.9% | -3.3% |
| 30D | +10.6% | +8.6% | +2.1% | +8.1% |
| 3M | -13.6% | +4.2% | -17.8% | -14.6% |
| 6M | +10.4% | +44.6% | -34.2% | -0.1% |
| YTD | -6.5% | +48.5% | -55.0% | -16.0% |
| 1Y | -2.1% | +34.7% | -36.8% | -9.8% |
| 3Y | +22.0% | +271.0% | -249.1% | -16.6% |
| 5Y | -9.7% | +180.9% | -190.7% | -36.4% |
| 10Y | +26.8% | +1,235.4% | -1,208.6% | -45.5% |
| All | +26.8% | +1,313.8% | -1,287.0% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling