+17.8%
IP vs ONTO
+459.0%
-441.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.5% |
| 7D | 0.0% | -2.4% | +2.4% | 0.0% |
| 30D | +9.4% | -32.9% | +42.3% | +16.8% |
| 3M | -14.1% | -32.2% | +18.2% | -9.2% |
| 6M | +9.2% | -30.6% | +39.8% | +11.9% |
| YTD | -7.5% | +25.1% | -32.7% | -18.1% |
| 1Y | -2.8% | +40.0% | -42.8% | -16.3% |
| 3Y | +21.2% | +45.7% | -24.5% | -7.4% |
| 5Y | -11.5% | +128.8% | -140.3% | -44.6% |
| All | +17.8% | +459.0% | -441.2% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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