+167.5%
IP vs MDY
+2,534.4%
-2,366.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.2% |
| 7D | -5.1% | -1.7% | -3.4% | -3.5% |
| 30D | +8.5% | -0.9% | +9.4% | +9.5% |
| 3M | -13.8% | -5.7% | -8.1% | -8.7% |
| 6M | +5.7% | -2.9% | +8.7% | +9.5% |
| YTD | -9.1% | +9.8% | -19.0% | -16.2% |
| 1Y | -0.8% | +13.5% | -14.3% | -11.2% |
| 3Y | +14.8% | +51.9% | -37.1% | -22.7% |
| 5Y | -11.5% | +32.0% | -43.6% | -32.9% |
| 10Y | +27.9% | +176.5% | -148.5% | -52.2% |
| All | +167.5% | +2,534.4% | -2,366.9% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling