-2.8%
IP vs WU
-14.8%
+12.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.5% |
| 7D | 0.0% | +11.0% | -11.0% | -3.2% |
| 30D | +9.4% | +13.4% | -4.0% | +5.1% |
| 3M | -14.1% | +2.2% | -16.3% | -15.0% |
| 6M | +9.2% | -18.2% | +27.4% | +14.4% |
| YTD | -7.5% | -18.3% | +10.7% | -4.2% |
| 1Y | -2.8% | -12.2% | +9.4% | -4.9% |
| All | -2.8% | -14.8% | +12.0% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling