+21.2%
IP vs WY
+5.5%
+15.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.3% |
| 7D | +0.1% | -2.1% | +2.1% | +1.2% |
| 30D | -11.2% | -10.5% | -0.8% | -5.9% |
| 3M | +12.3% | -4.9% | +17.2% | +15.0% |
| 6M | -5.2% | -4.9% | -0.3% | -2.9% |
| YTD | -4.0% | -1.7% | -2.3% | -3.3% |
| 1Y | -19.2% | -9.4% | -9.8% | -15.4% |
| 3Y | +20.3% | -22.3% | +42.6% | +34.0% |
| 5Y | -17.5% | -20.5% | +3.1% | -10.7% |
| 10Y | +21.2% | +4.9% | +16.2% | +4.0% |
| All | +21.2% | +5.5% | +15.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling