-13.6%
IP vs ONTO
+124.4%
-138.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.9% |
| 7D | -0.3% | +17.5% | -17.8% | -2.7% |
| 30D | +7.9% | -15.7% | +23.6% | +9.7% |
| 3M | -15.3% | -39.7% | +24.4% | -10.0% |
| 6M | +10.5% | -26.5% | +37.0% | +11.5% |
| YTD | -9.4% | +29.0% | -38.4% | -18.0% |
| 1Y | -4.6% | +57.0% | -61.6% | -16.7% |
| 3Y | +21.2% | +50.0% | -28.8% | -2.8% |
| All | -13.6% | +124.4% | -138.0% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling