+237.9%
IP vs WWD
+14,519.4%
-14,281.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.2% |
| 7D | +3.4% | +7.3% | -3.9% | +0.6% |
| 30D | +11.2% | -2.0% | +13.2% | +11.7% |
| 3M | -14.8% | -12.6% | -2.2% | -10.9% |
| 6M | +17.3% | -8.4% | +25.7% | +20.2% |
| YTD | -6.2% | +8.2% | -14.4% | -9.8% |
| 1Y | +2.3% | +26.5% | -24.2% | -7.3% |
| 3Y | +17.7% | +152.2% | -134.5% | -18.4% |
| 5Y | -8.4% | +191.4% | -199.8% | -41.2% |
| 10Y | +32.1% | +487.6% | -455.6% | -37.2% |
| All | +237.9% | +14,519.4% | -14,281.5% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling