-16.1%
IP vs NIO
-90.7%
+74.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.7% | +2.3% |
| 7D | -5.3% | -13.0% | +7.8% | -4.2% |
| 30D | -10.9% | -18.3% | +7.4% | -9.5% |
| 3M | +11.2% | -33.2% | +44.4% | +14.6% |
| 6M | -10.2% | -21.5% | +11.3% | -9.1% |
| YTD | -2.0% | -25.5% | +23.5% | -0.5% |
| 1Y | -19.1% | -38.0% | +18.9% | -17.0% |
| 3Y | +20.9% | -65.5% | +86.3% | +25.9% |
| All | -16.1% | -90.7% | +74.6% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling