+10.9%
NOK vs IP
-0.2%
+11.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.8% | +2.6% |
| 7D | -10.5% | -5.1% | -5.5% | -9.8% |
| 30D | -27.9% | +8.5% | -36.4% | -28.7% |
| 3M | -18.8% | -13.8% | -4.9% | -17.5% |
| 6M | -41.9% | +5.7% | -47.7% | -43.1% |
| YTD | +18.4% | -9.1% | +27.5% | +20.4% |
| 1Y | +10.9% | -0.8% | +11.7% | +10.4% |
| All | +10.9% | -0.2% | +11.1% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling