+24.9%
IP vs ONTO
+658.6%
-633.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.2% | -4.0% | +1.0% |
| 7D | -5.3% | -1.0% | -4.2% | -5.1% |
| 30D | -10.9% | -2.9% | -8.0% | -11.0% |
| 3M | +11.2% | -2.5% | +13.6% | +8.6% |
| 6M | -10.2% | +28.2% | -38.4% | -18.5% |
| YTD | -2.0% | +69.8% | -71.8% | -16.8% |
| 1Y | -19.1% | +162.9% | -182.0% | -38.5% |
| 3Y | +20.9% | +95.9% | -75.1% | -11.8% |
| 5Y | -17.8% | +244.5% | -262.3% | -52.7% |
| All | +24.9% | +658.6% | -633.7% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling