+23.9%
IP vs OMC
+15.0%
+8.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +3.0% |
| 7D | -5.3% | -6.4% | +1.1% | -3.2% |
| 30D | -10.9% | +1.1% | -12.0% | -11.3% |
| 3M | +11.2% | +10.4% | +0.8% | +7.3% |
| 6M | -10.2% | -1.7% | -8.5% | -10.3% |
| YTD | -2.0% | +4.4% | -6.4% | -3.7% |
| 1Y | -19.1% | +8.4% | -27.5% | -22.0% |
| All | +23.9% | +15.0% | +8.9% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling