-12.4%
IP vs WSM
+168.7%
-181.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.4% |
| 7D | -5.1% | +0.5% | -5.6% | -5.2% |
| 30D | +8.5% | +6.0% | +2.5% | +6.6% |
| 3M | -13.8% | +3.2% | -17.0% | -14.7% |
| 6M | +5.7% | +37.1% | -31.4% | -3.6% |
| YTD | -9.1% | +44.2% | -53.3% | -18.3% |
| 1Y | -0.8% | +34.2% | -35.0% | -9.2% |
| 3Y | +14.8% | +249.3% | -234.5% | -21.5% |
| All | -12.4% | +168.7% | -181.0% | -42.0% |
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