+523.5%
WMT vs IP
+24.7%
+498.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +0.6% | 0.0% | +0.5% | +0.5% |
| 30D | +12.8% | +9.4% | +3.4% | +11.0% |
| 3M | +11.7% | -14.1% | +25.8% | +14.3% |
| 6M | -3.5% | +9.2% | -12.7% | -5.7% |
| YTD | +13.4% | -7.5% | +20.9% | +13.4% |
| 1Y | +23.6% | -2.8% | +26.4% | +22.2% |
| 3Y | +133.9% | +21.2% | +112.7% | +114.6% |
| 5Y | +170.1% | -11.5% | +181.6% | +162.6% |
| 10Y | +523.5% | +23.7% | +499.8% | +457.9% |
| All | +523.5% | +24.7% | +498.8% | +457.9% |
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