+1,181.9%
NOK vs IP
+222.7%
+959.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.8% | +2.4% |
| 7D | -10.5% | -5.1% | -5.5% | -8.8% |
| 30D | -27.9% | +8.5% | -36.4% | -30.1% |
| 3M | -18.8% | -13.8% | -4.9% | -14.6% |
| 6M | -41.9% | +5.7% | -47.7% | -44.2% |
| YTD | +18.4% | -9.1% | +27.5% | +18.7% |
| 1Y | +10.9% | -0.8% | +11.7% | +7.2% |
| 3Y | +137.9% | +14.8% | +123.1% | +106.3% |
| 5Y | +47.8% | -11.5% | +59.3% | +40.3% |
| 10Y | +116.4% | +27.9% | +88.4% | +67.0% |
| All | +1,181.9% | +222.7% | +959.2% | +490.3% |
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