-2.8%
IP vs WY
-6.9%
+4.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | +0.4% |
| 7D | 0.0% | +0.2% | -0.2% | -0.3% |
| 30D | +9.4% | +8.0% | +1.4% | +3.7% |
| 3M | -14.1% | -17.7% | +3.6% | -2.4% |
| 6M | +9.2% | -10.8% | +19.9% | +16.7% |
| YTD | -7.5% | -10.6% | +3.1% | -2.4% |
| 1Y | -2.8% | -5.7% | +2.9% | -1.9% |
| All | -2.8% | -6.9% | +4.1% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling