+23.9%
IP vs NIO
-64.6%
+88.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.7% | +2.3% |
| 7D | -5.3% | -13.0% | +7.8% | -4.5% |
| 30D | -10.9% | -18.3% | +7.4% | -9.9% |
| 3M | +11.2% | -33.2% | +44.4% | +13.6% |
| 6M | -10.2% | -21.5% | +11.3% | -9.5% |
| YTD | -2.0% | -25.5% | +23.5% | -0.9% |
| 1Y | -19.1% | -38.0% | +18.9% | -17.5% |
| All | +23.9% | -64.6% | +88.5% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling