+26.5%
IP vs WWD
+461.1%
-434.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | -0.6% |
| 7D | -5.1% | +4.2% | -9.2% | -6.9% |
| 30D | +8.5% | -2.1% | +10.7% | +9.1% |
| 3M | -13.8% | -13.2% | -0.7% | -9.0% |
| 6M | +5.7% | -16.9% | +22.6% | +13.3% |
| YTD | -9.1% | +5.2% | -14.4% | -12.3% |
| 1Y | -0.8% | +20.6% | -21.4% | -10.1% |
| 3Y | +14.8% | +146.3% | -131.5% | -25.3% |
| 5Y | -11.5% | +171.3% | -182.9% | -46.7% |
| All | +26.5% | +461.1% | -434.6% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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