+319.9%
IP vs OMC
+6,402.8%
-6,082.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.7% |
| 7D | -5.0% | +7.6% | -12.5% | -8.0% |
| 30D | +6.5% | +16.0% | -9.4% | -0.3% |
| 3M | -18.0% | +7.7% | -25.7% | -20.9% |
| 6M | +10.3% | +14.5% | -4.2% | +3.2% |
| YTD | -9.9% | +11.2% | -21.1% | -15.9% |
| 1Y | -1.1% | +23.6% | -24.6% | -12.1% |
| 3Y | +13.0% | +24.7% | -11.7% | -2.1% |
| 5Y | -12.3% | +51.3% | -63.6% | -31.8% |
| 10Y | +26.8% | +55.6% | -28.7% | -5.2% |
| All | +319.9% | +6,402.8% | -6,082.9% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling