-14.6%
IP vs WY
-32.2%
+17.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.6% |
| 7D | -0.9% | -5.4% | +4.5% | +2.2% |
| 30D | +6.7% | +7.9% | -1.2% | +2.1% |
| 3M | -16.6% | -16.6% | 0.0% | -8.1% |
| 6M | +6.0% | -11.2% | +17.2% | +12.5% |
| YTD | -10.7% | -11.3% | +0.7% | -5.1% |
| 1Y | -6.7% | -5.5% | -1.1% | -4.2% |
| 3Y | +17.1% | -25.4% | +42.5% | +32.9% |
| 5Y | -14.6% | -32.4% | +17.8% | -0.3% |
| All | -14.6% | -32.2% | +17.7% | -0.3% |
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