0.0%
IP vs MGY
+159.0%
-159.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.3% | -1.6% |
| 7D | 0.0% | -6.1% | +6.1% | +1.4% |
| 30D | +9.4% | -3.9% | +13.3% | +10.1% |
| 3M | -14.1% | -11.0% | -3.1% | -12.3% |
| 6M | +9.2% | -15.6% | +24.8% | +11.9% |
| YTD | -7.5% | +7.8% | -15.4% | -12.1% |
| 1Y | -2.8% | +5.8% | -8.6% | -7.1% |
| 3Y | +21.2% | +16.5% | +4.7% | +11.3% |
| 5Y | -11.5% | +28.5% | -39.9% | -24.1% |
| All | 0.0% | +159.0% | -159.0% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 10y: compounded portfolio wealth divided by compounded MGY 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…
10y analysis · Full analysis span regression · 6 months rolling