+17.6%
IP vs WU
-38.9%
+56.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +0.8% |
| 7D | -0.3% | -2.0% | +1.7% | +0.6% |
| 30D | +7.9% | +11.4% | -3.5% | +2.4% |
| 3M | -15.3% | -6.8% | -8.5% | -13.1% |
| 6M | +10.5% | -14.6% | +25.1% | +16.5% |
| YTD | -9.4% | -20.6% | +11.3% | -1.9% |
| 1Y | -4.6% | -15.4% | +10.7% | 0.0% |
| 3Y | +21.2% | -23.6% | +44.9% | +29.1% |
| 5Y | -13.3% | -43.4% | +30.1% | +5.0% |
| All | +17.6% | -38.9% | +56.5% | +36.9% |
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