+135.7%
WMT vs IP
+13.9%
+121.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -1.8% |
| 7D | +1.6% | -5.1% | +6.7% | +2.1% |
| 30D | +16.1% | +8.5% | +7.5% | +15.3% |
| 3M | +12.3% | -13.8% | +26.1% | +13.5% |
| 6M | -3.1% | +5.7% | -8.8% | -3.8% |
| YTD | +13.4% | -9.1% | +22.5% | +14.0% |
| 1Y | +24.5% | -0.8% | +25.3% | +24.0% |
| 3Y | +135.7% | +14.8% | +120.9% | +136.9% |
| All | +135.7% | +13.9% | +121.8% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling