+356.7%
IP vs WY
+688.1%
-331.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.7% |
| 7D | -5.3% | -1.7% | -3.5% | -4.2% |
| 30D | -10.9% | -10.1% | -0.8% | -4.6% |
| 3M | +11.2% | -5.1% | +16.3% | +14.5% |
| 6M | -10.2% | -4.8% | -5.4% | -7.7% |
| YTD | -2.0% | -0.2% | -1.8% | -2.4% |
| 1Y | -19.1% | -6.6% | -12.5% | -16.2% |
| 3Y | +20.9% | -22.7% | +43.6% | +37.5% |
| 5Y | -17.8% | -22.2% | +4.4% | -9.3% |
| 10Y | +23.5% | +7.3% | +16.2% | -3.7% |
| All | +356.7% | +688.1% | -331.4% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling