-2.8%
IP vs OMC
+24.9%
-27.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | 0.0% | +6.8% | -6.8% | -1.7% |
| 30D | +9.4% | +16.2% | -6.8% | +5.1% |
| 3M | -14.1% | +6.0% | -20.1% | -15.6% |
| 6M | +9.2% | +17.7% | -8.5% | +4.7% |
| YTD | -7.5% | +13.5% | -21.0% | -8.6% |
| 1Y | -2.8% | +27.2% | -30.0% | -7.1% |
| All | -2.8% | +24.9% | -27.7% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling