+23.9%
IP vs WU
-23.6%
+47.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | -5.3% | -0.8% | -4.4% | -5.0% |
| 30D | -10.9% | -1.1% | -9.8% | -10.6% |
| 3M | +11.2% | -3.9% | +15.0% | +11.5% |
| 6M | -10.2% | -20.7% | +10.4% | -4.8% |
| YTD | -2.0% | -18.4% | +16.4% | +2.9% |
| 1Y | -19.1% | -8.1% | -11.0% | -18.6% |
| All | +23.9% | -23.6% | +47.5% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling