+156.3%
IP vs WTW
+1,174.9%
-1,018.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.2% |
| 7D | -5.3% | -2.6% | -2.6% | -4.0% |
| 30D | -10.9% | -1.0% | -9.9% | -10.5% |
| 3M | +11.2% | +29.9% | -18.8% | -2.7% |
| 6M | -10.2% | +10.7% | -20.9% | -15.1% |
| YTD | -2.0% | +2.6% | -4.6% | -4.7% |
| 1Y | -19.1% | +2.8% | -21.8% | -21.6% |
| 3Y | +20.9% | +67.3% | -46.4% | -10.0% |
| 5Y | -17.8% | +56.6% | -74.5% | -37.7% |
| 10Y | +23.5% | +204.1% | -180.6% | -35.5% |
| All | +156.3% | +1,174.9% | -1,018.6% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling