+15.9%
IP vs WTW
+212.3%
-196.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.3% |
| 7D | -0.9% | -2.3% | +1.4% | +0.1% |
| 30D | +6.7% | +10.7% | -4.0% | +1.7% |
| 3M | -16.6% | -3.1% | -13.5% | -15.6% |
| 6M | +6.0% | +31.7% | -25.7% | -7.4% |
| YTD | -10.7% | +1.1% | -11.8% | -12.4% |
| 1Y | -6.7% | +4.1% | -10.8% | -9.9% |
| 3Y | +17.1% | +42.1% | -25.0% | -4.5% |
| 5Y | -14.6% | +52.2% | -66.8% | -33.9% |
| All | +15.9% | +212.3% | -196.3% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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