+22.9%
IP vs WU
-40.1%
+63.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | -5.3% | -0.8% | -4.4% | -4.9% |
| 30D | -10.9% | -1.1% | -9.8% | -10.5% |
| 3M | +11.2% | -3.9% | +15.0% | +11.5% |
| 6M | -10.2% | -20.7% | +10.4% | -2.0% |
| YTD | -2.0% | -18.4% | +16.4% | +5.3% |
| 1Y | -19.1% | -8.1% | -11.0% | -18.7% |
| 3Y | +20.9% | -24.2% | +45.0% | +29.3% |
| 5Y | -17.8% | -50.4% | +32.6% | +8.3% |
| All | +22.9% | -40.1% | +63.1% | +46.5% |
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