+141.7%
IP vs MOH
+1,352.5%
-1,210.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.6% | +3.5% |
| 7D | -3.0% | -2.4% | -0.6% | -2.6% |
| 30D | +10.6% | +3.3% | +7.4% | +9.7% |
| 3M | -13.6% | +3.5% | -17.1% | -14.6% |
| 6M | +10.4% | +9.4% | +1.1% | +7.3% |
| YTD | -6.5% | +17.2% | -23.7% | -12.3% |
| 1Y | -2.1% | +33.7% | -35.9% | -11.0% |
| 3Y | +22.0% | -42.3% | +64.3% | +26.8% |
| 5Y | -9.7% | -33.4% | +23.7% | -10.8% |
| 10Y | +26.8% | +310.9% | -284.1% | -23.4% |
| All | +141.7% | +1,352.5% | -1,210.8% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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