+5.7%
IP vs MDY
-2.4%
+8.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | -0.2% |
| 7D | -5.1% | -1.7% | -3.4% | -2.7% |
| 30D | +8.5% | -0.9% | +9.4% | +9.6% |
| 3M | -13.8% | -5.7% | -8.1% | -4.2% |
| 6M | +5.7% | -2.9% | +8.7% | +9.4% |
| All | +5.7% | -2.4% | +8.2% | +9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling