+21.2%
IP vs WTW
+192.5%
-171.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -0.7% |
| 7D | +0.1% | -2.7% | +2.8% | +1.3% |
| 30D | -11.2% | -5.6% | -5.6% | -8.9% |
| 3M | +12.3% | +26.5% | -14.2% | +0.4% |
| 6M | -5.2% | +8.1% | -13.4% | -9.0% |
| YTD | -4.0% | -0.3% | -3.7% | -5.1% |
| 1Y | -19.2% | -0.9% | -18.4% | -20.1% |
| 3Y | +20.3% | +66.6% | -46.3% | -9.7% |
| 5Y | -17.5% | +54.0% | -71.4% | -36.6% |
| 10Y | +21.2% | +198.1% | -177.0% | -31.7% |
| All | +21.2% | +192.5% | -171.3% | -31.7% |
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