+526.6%
WMT vs IP
+31.6%
+495.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.4% |
| 7D | -1.6% | -3.0% | +1.4% | -1.1% |
| 30D | +12.9% | +10.6% | +2.2% | +10.9% |
| 3M | +12.6% | -13.6% | +26.2% | +15.2% |
| 6M | -3.4% | +10.4% | -13.8% | -5.8% |
| YTD | +13.5% | -6.5% | +20.0% | +13.3% |
| 1Y | +23.5% | -2.1% | +25.6% | +22.0% |
| 3Y | +137.3% | +22.0% | +115.3% | +117.6% |
| 5Y | +167.9% | -9.7% | +177.6% | +159.4% |
| 10Y | +526.6% | +26.8% | +499.8% | +459.5% |
| All | +526.6% | +31.6% | +495.0% | +459.5% |
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