-34.5%
IP vs MULL
+968.6%
-1,003.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.1% | -8.3% | +0.3% |
| 7D | -5.1% | -42.7% | +37.6% | -2.4% |
| 30D | +8.5% | -63.8% | +72.3% | +14.2% |
| 3M | -13.8% | -49.0% | +35.2% | -11.6% |
| 6M | +5.7% | -38.2% | +43.9% | +1.4% |
| YTD | -9.1% | +167.0% | -176.2% | -25.9% |
| 1Y | -0.8% | +247.7% | -248.5% | -22.4% |
| All | -34.5% | +968.6% | -1,003.0% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling