-41.9%
NOK vs IP
+8.0%
-49.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.8% | +2.6% |
| 7D | -10.5% | -5.1% | -5.5% | -10.1% |
| 30D | -27.9% | +8.5% | -36.4% | -28.4% |
| 3M | -18.8% | -13.8% | -4.9% | -18.7% |
| 6M | -41.9% | +5.7% | -47.7% | -43.1% |
| All | -41.9% | +8.0% | -49.9% | -43.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling