+186.4%
IP vs MCO
+7,890.1%
-7,703.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.6% |
| 7D | -5.1% | +2.4% | -7.4% | -6.0% |
| 30D | +8.5% | +12.5% | -3.9% | +3.3% |
| 3M | -13.8% | +7.1% | -20.9% | -16.3% |
| 6M | +5.7% | +13.2% | -7.5% | 0.0% |
| YTD | -9.1% | -0.4% | -8.8% | -10.3% |
| 1Y | -0.8% | +5.8% | -6.6% | -4.6% |
| 3Y | +14.8% | +55.4% | -40.6% | -7.5% |
| 5Y | -11.5% | +36.3% | -47.8% | -26.3% |
| 10Y | +27.9% | +468.9% | -441.0% | -43.6% |
| All | +186.4% | +7,890.1% | -7,703.7% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling