+26.5%
IP vs WU
-36.0%
+62.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.7% |
| 7D | -5.1% | +11.7% | -16.7% | -10.0% |
| 30D | +8.5% | +12.6% | -4.1% | +2.4% |
| 3M | -13.8% | -0.5% | -13.3% | -14.2% |
| 6M | +5.7% | -18.2% | +23.9% | +13.8% |
| YTD | -9.1% | -19.0% | +9.9% | -2.5% |
| 1Y | -0.8% | -16.7% | +15.9% | +4.7% |
| 3Y | +14.8% | -21.0% | +35.8% | +20.3% |
| 5Y | -11.5% | -41.7% | +30.2% | +5.5% |
| All | +26.5% | -36.0% | +62.5% | +48.2% |
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