+10.3%
IP vs WY
-6.9%
+17.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.6% |
| 7D | -5.0% | +9.5% | -14.5% | -9.9% |
| 30D | +6.5% | +16.3% | -9.8% | -2.6% |
| 3M | -18.0% | -15.5% | -2.5% | -9.1% |
| 6M | +10.3% | -7.1% | +17.4% | +15.7% |
| All | +10.3% | -6.9% | +17.2% | +15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling