-2.8%
IP vs MDY
+14.5%
-17.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.6% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +9.4% | +1.0% | +8.4% | +7.8% |
| 3M | -14.1% | -4.1% | -9.9% | -8.5% |
| 6M | +9.2% | +0.6% | +8.5% | +8.5% |
| YTD | -7.5% | +12.9% | -20.5% | -21.7% |
| 1Y | -2.8% | +14.6% | -17.4% | -19.8% |
| All | -2.8% | +14.5% | -17.3% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling