+14.8%
IP vs ONTO
+45.4%
-30.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.1% | -10.2% | -0.4% |
| 7D | -5.1% | -14.0% | +9.0% | -3.7% |
| 30D | +8.5% | -43.1% | +51.6% | +15.4% |
| 3M | -13.8% | -35.5% | +21.7% | -10.5% |
| 6M | +5.7% | -41.1% | +46.8% | +9.4% |
| YTD | -9.1% | +9.8% | -18.9% | -15.0% |
| 1Y | -0.8% | +31.5% | -32.3% | -9.8% |
| 3Y | +14.8% | +45.2% | -30.4% | -2.0% |
| All | +14.8% | +45.4% | -30.6% | -2.0% |
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