+26.5%
IP vs OMC
+52.3%
-25.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.3% |
| 7D | -5.1% | +6.3% | -11.3% | -7.9% |
| 30D | +8.5% | +15.4% | -6.8% | +1.0% |
| 3M | -13.8% | +5.8% | -19.6% | -16.5% |
| 6M | +5.7% | +14.7% | -8.9% | -2.0% |
| YTD | -9.1% | +10.3% | -19.4% | -15.5% |
| 1Y | -0.8% | +23.2% | -24.1% | -13.4% |
| 3Y | +14.8% | +24.6% | -9.8% | -3.8% |
| 5Y | -11.5% | +50.1% | -61.6% | -36.2% |
| All | +26.5% | +52.3% | -25.8% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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