+23.0%
WMT vs IP
-7.8%
+30.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | -1.2% | -0.9% | -0.3% | -1.2% |
| 30D | +12.4% | +6.7% | +5.7% | +12.3% |
| 3M | +9.0% | -16.6% | +25.6% | +9.4% |
| 6M | -3.0% | +6.0% | -8.9% | -2.7% |
| YTD | +14.0% | -10.7% | +24.7% | +17.2% |
| 1Y | +23.0% | -6.7% | +29.7% | +27.6% |
| All | +23.0% | -7.8% | +30.9% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling