+544.2%
WMT vs IP
+20.8%
+523.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.3% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | +10.3% | +7.9% | +2.3% | +8.8% |
| 3M | +11.0% | -15.3% | +26.3% | +13.9% |
| 6M | -2.3% | +10.5% | -12.8% | -4.8% |
| YTD | +15.7% | -9.4% | +25.1% | +16.1% |
| 1Y | +26.0% | -4.6% | +30.6% | +25.0% |
| 3Y | +136.5% | +21.2% | +115.3% | +116.6% |
| 5Y | +176.8% | -13.3% | +190.2% | +170.0% |
| All | +544.2% | +20.8% | +523.4% | +478.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling