-0.8%
IP vs MDY
+12.3%
-13.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | -0.1% |
| 7D | -5.1% | -1.7% | -3.4% | -2.9% |
| 30D | +8.5% | -0.9% | +9.4% | +9.8% |
| 3M | -13.8% | -5.7% | -8.1% | -6.0% |
| 6M | +5.7% | -2.9% | +8.7% | +10.5% |
| YTD | -9.1% | +9.8% | -19.0% | -20.2% |
| 1Y | -0.8% | +13.5% | -14.3% | -17.6% |
| All | -0.8% | +12.3% | -13.1% | -17.6% |
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