+9,012.0%
WMT vs IP
+364.8%
+8,647.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.6% |
| 7D | +3.9% | -5.3% | +9.2% | +5.0% |
| 30D | -4.4% | -10.9% | +6.5% | -2.3% |
| 3M | -8.8% | +11.2% | -20.0% | -11.3% |
| 6M | -15.6% | -10.2% | -5.4% | -14.9% |
| YTD | -3.2% | -2.0% | -1.2% | -4.4% |
| 1Y | +7.0% | -19.1% | +26.1% | +9.4% |
| 3Y | +105.3% | +20.9% | +84.5% | +89.0% |
| 5Y | +129.3% | -17.8% | +147.1% | +125.6% |
| 10Y | +423.9% | +23.5% | +400.4% | +354.5% |
| All | +9,012.0% | +364.8% | +8,647.1% | +3,813.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling