-14.6%
IP vs WSM
+165.0%
-179.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -0.7% |
| 7D | -0.9% | -3.2% | +2.3% | +0.1% |
| 30D | +6.7% | +4.6% | +2.0% | +5.2% |
| 3M | -16.6% | +2.4% | -19.0% | -17.3% |
| 6M | +6.0% | +43.7% | -37.7% | -4.7% |
| YTD | -10.7% | +42.1% | -52.8% | -19.4% |
| 1Y | -6.7% | +32.3% | -38.9% | -14.2% |
| 3Y | +17.1% | +253.0% | -235.9% | -20.2% |
| 5Y | -14.6% | +161.3% | -175.8% | -43.0% |
| All | -14.6% | +165.0% | -179.6% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling