+133.9%
WMT vs IP
+20.8%
+113.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +0.6% | 0.0% | +0.5% | +0.5% |
| 30D | +12.8% | +9.4% | +3.4% | +12.0% |
| 3M | +11.7% | -14.1% | +25.8% | +12.9% |
| 6M | -3.5% | +9.2% | -12.7% | -4.5% |
| YTD | +13.4% | -7.5% | +20.9% | +13.9% |
| 1Y | +23.6% | -2.8% | +26.4% | +23.4% |
| 3Y | +133.9% | +21.2% | +112.7% | +133.1% |
| All | +133.9% | +20.8% | +113.1% | +133.1% |
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