+253.0%
IP vs WWD
+15,408.5%
-15,155.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | -5.3% | +1.3% | -6.6% | -5.7% |
| 30D | -10.9% | -7.2% | -3.7% | -8.5% |
| 3M | +11.2% | -3.8% | +15.0% | +12.3% |
| 6M | -10.2% | -9.9% | -0.3% | -7.2% |
| YTD | -2.0% | +14.8% | -16.8% | -7.4% |
| 1Y | -19.1% | +42.1% | -61.2% | -29.6% |
| 3Y | +20.9% | +170.8% | -149.9% | -18.1% |
| 5Y | -17.8% | +197.5% | -215.3% | -47.5% |
| 10Y | +23.5% | +477.8% | -454.3% | -40.9% |
| All | +253.0% | +15,408.5% | -15,155.6% | -2.0% |
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