+17.6%
IP vs WY
+5.0%
+12.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.5% |
| 7D | -0.3% | -0.8% | +0.5% | +0.1% |
| 30D | +7.9% | +10.1% | -2.2% | +2.4% |
| 3M | -15.3% | -15.4% | +0.1% | -7.8% |
| 6M | +10.5% | -8.3% | +18.8% | +15.0% |
| YTD | -9.4% | -9.8% | +0.4% | -4.9% |
| 1Y | -4.6% | -3.9% | -0.7% | -3.2% |
| 3Y | +21.2% | -23.3% | +44.6% | +35.7% |
| 5Y | -13.3% | -31.2% | +17.9% | +1.1% |
| All | +17.6% | +5.0% | +12.6% | +4.9% |
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