+323.5%
IP vs WY
+618.3%
-294.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.9% | +2.8% |
| 7D | -5.1% | +3.1% | -8.2% | -7.1% |
| 30D | +8.5% | +13.0% | -4.5% | 0.0% |
| 3M | -13.8% | -16.8% | +3.0% | -3.6% |
| 6M | +5.7% | -11.2% | +16.9% | +13.0% |
| YTD | -9.1% | -9.1% | 0.0% | -4.4% |
| 1Y | -0.8% | -4.8% | +3.9% | +1.3% |
| 3Y | +14.8% | -25.3% | +40.1% | +33.1% |
| 5Y | -11.5% | -33.2% | +21.7% | +7.6% |
| 10Y | +27.9% | +6.6% | +21.3% | -0.4% |
| All | +323.5% | +618.3% | -294.8% | +2.8% |
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