+107.0%
WMT vs IP
+21.5%
+85.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.3% |
| 7D | +3.9% | -5.3% | +9.2% | +4.3% |
| 30D | -4.4% | -10.9% | +6.5% | -3.6% |
| 3M | -8.8% | +11.2% | -20.0% | -9.8% |
| 6M | -15.6% | -10.2% | -5.4% | -14.8% |
| YTD | -3.2% | -2.0% | -1.2% | -3.2% |
| 1Y | +7.0% | -19.1% | +26.1% | +9.3% |
| All | +107.0% | +21.5% | +85.5% | +106.1% |
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