-4.7%
IP vs WU
-15.8%
+11.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.5% |
| 7D | -2.8% | +2.1% | -4.9% | -3.5% |
| 30D | +9.2% | +10.1% | -0.9% | +5.8% |
| 3M | -16.1% | -1.1% | -15.0% | -16.3% |
| 6M | +9.6% | -19.8% | +29.4% | +15.4% |
| YTD | -8.8% | -20.8% | +12.0% | -4.7% |
| All | -4.7% | -15.8% | +11.1% | -5.8% |
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