-0.8%
IP vs NIO
-46.7%
+45.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -0.9% | -3.8% |
| 7D | -5.0% | -3.6% | -1.4% | -4.7% |
| 30D | +6.5% | -8.0% | +14.6% | +7.1% |
| 3M | -18.0% | -31.2% | +13.1% | -16.0% |
| 6M | +10.3% | -45.8% | +56.1% | +14.5% |
| YTD | -9.9% | -37.3% | +27.4% | -7.7% |
| 1Y | -1.1% | -56.1% | +55.0% | +3.7% |
| 3Y | +13.0% | -61.1% | +74.1% | +15.9% |
| 5Y | -12.3% | -92.4% | +80.2% | -4.3% |
| All | -0.8% | -46.7% | +45.8% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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