+13.8%
IP vs ONTO
+493.5%
-479.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.6% |
| 7D | -0.9% | +34.4% | -35.3% | -6.6% |
| 30D | +6.7% | -20.4% | +27.1% | +10.2% |
| 3M | -16.6% | -37.8% | +21.3% | -10.2% |
| 6M | +6.0% | -24.6% | +30.6% | +6.8% |
| YTD | -10.7% | +32.8% | -43.5% | -21.8% |
| 1Y | -6.7% | +54.7% | -61.4% | -21.3% |
| 3Y | +17.1% | +54.7% | -37.5% | -11.6% |
| 5Y | -14.6% | +134.0% | -148.6% | -46.5% |
| All | +13.8% | +493.5% | -479.6% | -56.6% |
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