+17.3%
IP vs ONTO
-37.8%
+55.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.7% | +10.2% | +1.9% |
| 7D | +3.4% | -17.4% | +20.8% | +4.4% |
| 30D | +11.2% | -43.2% | +54.4% | +15.1% |
| 3M | -14.8% | -35.7% | +21.0% | -13.2% |
| 6M | +17.3% | -38.3% | +55.6% | +14.8% |
| All | +17.3% | -37.8% | +55.1% | +14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling