+26.8%
IP vs MDY
+180.7%
-153.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | -0.2% |
| 7D | -3.0% | +0.7% | -3.7% | -3.7% |
| 30D | +10.6% | +1.3% | +9.3% | +9.2% |
| 3M | -13.6% | -4.1% | -9.5% | -9.9% |
| 6M | +10.4% | +1.0% | +9.4% | +10.0% |
| YTD | -6.5% | +13.3% | -19.8% | -16.3% |
| 1Y | -2.1% | +15.7% | -17.9% | -14.1% |
| 3Y | +22.0% | +59.6% | -37.6% | -21.6% |
| 5Y | -9.7% | +36.3% | -46.0% | -33.3% |
| 10Y | +26.8% | +173.6% | -146.8% | -53.7% |
| All | +26.8% | +180.7% | -153.9% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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