-12.3%
IP vs WWD
+170.7%
-182.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.0% | +2.0% | -1.7% |
| 7D | -5.0% | -2.6% | -2.4% | -4.3% |
| 30D | +6.5% | -7.7% | +14.3% | +9.4% |
| 3M | -18.0% | -17.7% | -0.3% | -12.2% |
| 6M | +10.3% | -15.9% | +26.2% | +16.8% |
| YTD | -9.9% | +1.8% | -11.6% | -11.0% |
| 1Y | -1.1% | +17.4% | -18.5% | -7.4% |
| 3Y | +13.0% | +137.1% | -124.1% | -18.5% |
| 5Y | -12.3% | +162.4% | -174.7% | -42.7% |
| All | -12.3% | +170.7% | -182.9% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling