+137.7%
IP vs WTW
+1,156.7%
-1,019.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +2.0% |
| 7D | -5.1% | +1.4% | -6.4% | -5.7% |
| 30D | +8.5% | +13.1% | -4.6% | +2.1% |
| 3M | -13.8% | -3.0% | -10.9% | -12.8% |
| 6M | +5.7% | +31.2% | -25.5% | -8.2% |
| YTD | -9.1% | +1.1% | -10.2% | -11.2% |
| 1Y | -0.8% | +3.4% | -4.2% | -4.2% |
| 3Y | +14.8% | +44.7% | -29.9% | -7.8% |
| 5Y | -11.5% | +52.0% | -63.5% | -31.8% |
| 10Y | +27.9% | +223.5% | -195.6% | -35.2% |
| All | +137.7% | +1,156.7% | -1,019.0% | -10.8% |
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 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