-12.4%
IP vs WTW
+51.8%
-64.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.7% |
| 7D | -5.1% | +1.4% | -6.4% | -5.6% |
| 30D | +8.5% | +13.1% | -4.6% | +3.3% |
| 3M | -13.8% | -3.0% | -10.9% | -13.0% |
| 6M | +5.7% | +31.2% | -25.5% | -5.5% |
| YTD | -9.1% | +1.1% | -10.2% | -10.5% |
| 1Y | -0.8% | +3.4% | -4.2% | -3.3% |
| 3Y | +14.8% | +44.7% | -29.9% | -4.5% |
| All | -12.4% | +51.8% | -64.2% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling