-3.4%
IP vs MGY
+172.4%
-175.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.5% |
| 7D | -0.9% | +3.5% | -4.4% | -1.8% |
| 30D | +6.7% | -3.0% | +9.7% | +7.2% |
| 3M | -16.6% | -7.6% | -8.9% | -15.6% |
| 6M | +6.0% | -14.4% | +20.3% | +8.3% |
| YTD | -10.7% | +13.4% | -24.1% | -16.1% |
| 1Y | -6.7% | +9.2% | -15.8% | -11.5% |
| 3Y | +17.1% | +22.6% | -5.4% | +6.2% |
| 5Y | -14.6% | +33.6% | -48.2% | -27.4% |
| All | -3.4% | +172.4% | -175.8% | -39.7% |
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