+22.4%
IP vs WY
+3.1%
+19.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -2.8% | -5.1% | +2.3% | -0.1% |
| 30D | +9.2% | +9.0% | +0.2% | +4.1% |
| 3M | -16.1% | -16.7% | +0.6% | -8.0% |
| 6M | +9.6% | -10.3% | +19.8% | +15.3% |
| YTD | -8.8% | -10.5% | +1.7% | -3.8% |
| 1Y | -5.5% | -5.9% | +0.4% | -3.0% |
| 3Y | +19.6% | -24.7% | +44.3% | +35.2% |
| 5Y | -13.5% | -31.5% | +18.1% | +1.2% |
| 10Y | +22.4% | +4.7% | +17.7% | +7.5% |
| All | +22.4% | +3.1% | +19.3% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling