+26.8%
IP vs WU
-36.4%
+63.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | -3.0% | +9.1% | -12.1% | -7.1% |
| 30D | +10.6% | +12.1% | -1.5% | +4.7% |
| 3M | -13.6% | +0.3% | -13.9% | -14.3% |
| 6M | +10.4% | -19.1% | +29.6% | +19.5% |
| YTD | -6.5% | -19.2% | +12.7% | +0.4% |
| 1Y | -2.1% | -15.3% | +13.2% | +2.6% |
| 3Y | +22.0% | -21.3% | +43.3% | +28.1% |
| 5Y | -9.7% | -41.7% | +31.9% | +7.6% |
| 10Y | +26.8% | -36.0% | +62.8% | +47.2% |
| All | +26.8% | -36.4% | +63.2% | +47.2% |
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