+1,148.4%
NOK vs IP
+220.0%
+928.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -4.0% | -5.7% | -8.2% |
| 7D | -19.9% | -5.0% | -14.9% | -18.4% |
| 30D | -32.0% | +6.5% | -38.5% | -33.6% |
| 3M | -22.1% | -18.0% | -4.1% | -16.6% |
| 6M | -44.4% | +10.3% | -54.7% | -47.5% |
| YTD | +15.3% | -9.9% | +25.2% | +15.9% |
| 1Y | +8.9% | -1.1% | +10.0% | +5.4% |
| 3Y | +129.7% | +13.0% | +116.7% | +100.3% |
| 5Y | +43.9% | -12.3% | +56.2% | +37.1% |
| 10Y | +110.7% | +26.8% | +83.9% | +63.1% |
| All | +1,148.4% | +220.0% | +928.5% | +476.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling