+356.7%
IP vs OMC
+6,006.3%
-5,649.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +3.3% |
| 7D | -5.3% | -6.4% | +1.1% | -2.6% |
| 30D | -10.9% | +1.1% | -12.0% | -11.5% |
| 3M | +11.2% | +10.4% | +0.8% | +6.0% |
| 6M | -10.2% | -1.7% | -8.5% | -10.0% |
| YTD | -2.0% | +4.4% | -6.4% | -5.8% |
| 1Y | -19.1% | +8.4% | -27.5% | -23.9% |
| 3Y | +20.9% | +14.4% | +6.5% | +8.8% |
| 5Y | -17.8% | +33.9% | -51.7% | -32.5% |
| 10Y | +23.5% | +34.9% | -11.3% | -1.7% |
| All | +356.7% | +6,006.3% | -5,649.6% | +57.7% |
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