-16.1%
IP vs MCO
+32.8%
-48.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.0% |
| 7D | -5.3% | -4.2% | -1.1% | -3.8% |
| 30D | -10.9% | +2.2% | -13.0% | -11.5% |
| 3M | +11.2% | +10.1% | +1.1% | +7.1% |
| 6M | -10.2% | +5.3% | -15.5% | -12.2% |
| YTD | -2.0% | -2.7% | +0.8% | -1.9% |
| 1Y | -19.1% | -0.4% | -18.7% | -20.1% |
| 3Y | +20.9% | +49.0% | -28.2% | +1.2% |
| All | -16.1% | +32.8% | -48.9% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling