-16.1%
IP vs WY
-21.8%
+5.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.7% |
| 7D | -5.3% | -1.7% | -3.5% | -4.3% |
| 30D | -10.9% | -10.1% | -0.8% | -5.5% |
| 3M | +11.2% | -5.1% | +16.3% | +14.2% |
| 6M | -10.2% | -4.8% | -5.4% | -8.0% |
| YTD | -2.0% | -0.2% | -1.8% | -2.1% |
| 1Y | -19.1% | -6.6% | -12.5% | -16.6% |
| 3Y | +20.9% | -22.7% | +43.6% | +34.8% |
| All | -16.1% | -21.8% | +5.7% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling