+23.7%
IP vs MCO
+453.2%
-429.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | 0.0% | +1.4% | -1.4% | -0.6% |
| 30D | +9.4% | +10.0% | -0.6% | +4.8% |
| 3M | -14.1% | +7.0% | -21.1% | -16.7% |
| 6M | +9.2% | +13.7% | -4.5% | +2.7% |
| YTD | -7.5% | +0.6% | -8.2% | -9.2% |
| 1Y | -2.8% | +6.2% | -9.0% | -6.9% |
| 3Y | +21.2% | +51.9% | -30.6% | -3.6% |
| 5Y | -11.5% | +37.5% | -49.0% | -28.2% |
| 10Y | +23.7% | +459.4% | -435.7% | -43.2% |
| All | +23.7% | +453.2% | -429.5% | -43.2% |
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