+165.2%
IP vs MDY
+2,517.8%
-2,352.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | 0.0% | -0.2% |
| 7D | -5.0% | -3.4% | -1.5% | -1.8% |
| 30D | +6.5% | -3.2% | +9.7% | +9.9% |
| 3M | -18.0% | -6.7% | -11.4% | -12.3% |
| 6M | +10.3% | -1.8% | +12.1% | +13.0% |
| YTD | -9.9% | +9.2% | -19.0% | -16.4% |
| 1Y | -1.1% | +11.7% | -12.8% | -10.1% |
| 3Y | +13.0% | +49.5% | -36.5% | -22.7% |
| 5Y | -12.3% | +31.2% | -43.5% | -33.0% |
| 10Y | +26.8% | +174.7% | -147.9% | -52.3% |
| All | +165.2% | +2,517.8% | -2,352.6% | -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