+23.7%
IP vs WU
-35.7%
+59.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.7% |
| 7D | 0.0% | +11.0% | -11.0% | -4.9% |
| 30D | +9.4% | +13.4% | -4.0% | +2.9% |
| 3M | -14.1% | +2.2% | -16.3% | -15.5% |
| 6M | +9.2% | -18.2% | +27.4% | +17.5% |
| YTD | -7.5% | -18.3% | +10.7% | -1.2% |
| 1Y | -2.8% | -12.2% | +9.4% | +0.2% |
| 3Y | +21.2% | -20.8% | +42.0% | +27.0% |
| 5Y | -11.5% | -42.6% | +31.1% | +6.7% |
| 10Y | +23.7% | -35.5% | +59.1% | +42.5% |
| All | +23.7% | -35.7% | +59.4% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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