+17.6%
IP vs OMC
+53.0%
-35.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.8% |
| 7D | -0.3% | +1.9% | -2.2% | -1.2% |
| 30D | +7.9% | +12.2% | -4.3% | +1.9% |
| 3M | -15.3% | +0.6% | -15.9% | -15.8% |
| 6M | +10.5% | +21.0% | -10.5% | -0.3% |
| YTD | -9.4% | +12.4% | -21.7% | -16.5% |
| 1Y | -4.6% | +25.4% | -30.0% | -17.4% |
| 3Y | +21.2% | +29.2% | -7.9% | -0.3% |
| 5Y | -13.3% | +52.6% | -65.9% | -38.0% |
| All | +17.6% | +53.0% | -35.4% | -22.2% |
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