+13.8%
IP vs ONTO
+30.9%
-17.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -15.6% | +11.6% | -2.1% |
| 7D | -5.0% | -29.7% | +24.7% | -1.3% |
| 30D | +6.5% | -50.3% | +56.8% | +15.2% |
| 3M | -18.0% | -43.5% | +25.4% | -13.4% |
| 6M | +10.3% | -48.9% | +59.2% | +16.2% |
| YTD | -9.9% | -1.2% | -8.7% | -14.7% |
| 1Y | -1.1% | +14.9% | -16.0% | -8.5% |
| All | +13.8% | +30.9% | -17.0% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling