+124.8%
IP vs WU
-18.6%
+143.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.5% | -10.5% | -7.4% |
| 7D | -5.0% | +13.0% | -18.0% | -11.3% |
| 30D | +6.5% | +14.3% | -7.8% | -1.3% |
| 3M | -18.0% | +0.1% | -18.2% | -18.7% |
| 6M | +10.3% | -17.7% | +28.0% | +19.4% |
| YTD | -9.9% | -17.3% | +7.5% | -3.6% |
| 1Y | -1.1% | -11.1% | +10.0% | +1.4% |
| 3Y | +13.0% | -19.8% | +32.8% | +18.3% |
| 5Y | -12.3% | -40.5% | +28.2% | +4.4% |
| 10Y | +26.8% | -33.7% | +60.5% | +36.2% |
| All | +124.8% | -18.6% | +143.4% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling