+123.7%
NOK vs IP
+24.7%
+99.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | -2.7% | 0.0% | -2.7% | -2.6% |
| 30D | -20.4% | +9.4% | -29.7% | -22.6% |
| 3M | -9.6% | -14.1% | +4.4% | -5.6% |
| 6M | -35.6% | +9.2% | -44.8% | -38.4% |
| YTD | +27.5% | -7.5% | +35.1% | +27.3% |
| 1Y | +18.4% | -2.8% | +21.2% | +16.0% |
| 3Y | +151.8% | +21.2% | +130.6% | +113.4% |
| 5Y | +61.1% | -11.5% | +72.6% | +52.1% |
| 10Y | +123.7% | +23.7% | +100.0% | +71.9% |
| All | +123.7% | +24.7% | +99.0% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling