-9.7%
IP vs ONTO
+112.9%
-122.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.0% | -9.1% | +1.2% |
| 7D | -3.0% | +1.4% | -4.4% | -3.6% |
| 30D | +10.6% | -34.1% | +44.7% | +16.7% |
| 3M | -13.6% | -37.1% | +23.5% | -8.9% |
| 6M | +10.4% | -31.8% | +42.3% | +12.8% |
| YTD | -6.5% | +22.9% | -29.4% | -14.7% |
| 1Y | -2.1% | +39.5% | -41.6% | -12.9% |
| 3Y | +22.0% | +57.7% | -35.7% | -3.4% |
| 5Y | -9.7% | +115.8% | -125.5% | -37.3% |
| All | -9.7% | +112.9% | -122.6% | -37.3% |
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