-32.6%
IP vs MULL
+1,100.2%
-1,132.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.3% | -9.4% | +2.2% |
| 7D | -3.0% | -27.1% | +24.1% | -1.7% |
| 30D | +10.6% | -54.2% | +64.8% | +14.8% |
| 3M | -13.6% | -42.0% | +28.4% | -12.1% |
| 6M | +10.4% | -43.5% | +53.9% | +7.1% |
| YTD | -6.5% | +199.9% | -206.4% | -24.3% |
| 1Y | -2.1% | +292.8% | -295.0% | -24.0% |
| All | -32.6% | +1,100.2% | -1,132.7% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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