+319.9%
IP vs WSM
+39,655.9%
-39,336.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.3% | -3.0% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | +6.5% | +7.1% | -0.5% | +5.0% |
| 3M | -18.0% | +4.5% | -22.5% | -18.8% |
| 6M | +10.3% | +44.4% | -34.1% | +2.1% |
| YTD | -9.9% | +46.8% | -56.7% | -17.0% |
| 1Y | -1.1% | +31.7% | -32.8% | -6.7% |
| 3Y | +13.0% | +250.6% | -237.5% | -16.0% |
| 5Y | -12.3% | +174.1% | -186.4% | -33.4% |
| 10Y | +26.8% | +1,265.2% | -1,238.4% | -35.8% |
| All | +319.9% | +39,655.9% | -39,336.1% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling