-19.2%
IP vs MGY
+18.6%
-37.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -1.7% |
| 7D | +0.1% | -0.9% | +1.0% | 0.0% |
| 30D | -11.2% | +10.1% | -21.4% | -10.1% |
| 3M | +12.3% | -1.5% | +13.8% | +13.9% |
| 6M | -5.2% | -4.9% | -0.3% | -6.2% |
| YTD | -4.0% | +27.7% | -31.6% | -17.8% |
| 1Y | -19.2% | +20.1% | -39.3% | -29.6% |
| All | -19.2% | +18.6% | -37.8% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling