-35.0%
IP vs MULL
+879.3%
-914.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -34.2% | +30.3% | -1.9% |
| 7D | -5.0% | -53.1% | +48.1% | -1.2% |
| 30D | +6.5% | -64.1% | +70.6% | +12.2% |
| 3M | -18.0% | -54.6% | +36.5% | -15.3% |
| 6M | +10.3% | -38.7% | +49.0% | +5.7% |
| YTD | -9.9% | +144.7% | -154.6% | -26.1% |
| 1Y | -1.1% | +220.3% | -221.3% | -22.2% |
| All | -35.0% | +879.3% | -914.3% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling