+21.2%
IP vs MCO
+380.0%
-358.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.9% |
| 7D | +0.1% | -2.7% | +2.8% | +1.3% |
| 30D | -11.2% | +0.9% | -12.2% | -11.7% |
| 3M | +12.3% | +8.7% | +3.6% | +7.8% |
| 6M | -5.2% | +2.4% | -7.7% | -6.7% |
| YTD | -4.0% | -5.2% | +1.2% | -3.1% |
| 1Y | -19.2% | -4.4% | -14.8% | -19.1% |
| 3Y | +20.3% | +45.1% | -24.8% | -2.7% |
| 5Y | -17.5% | +31.5% | -49.0% | -32.0% |
| 10Y | +21.2% | +380.7% | -359.6% | -44.6% |
| All | +21.2% | +380.0% | -358.9% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling