+1,578.5%
NOK vs IP
+248.0%
+1,330.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +1.9% |
| 7D | -1.8% | -5.3% | +3.5% | +0.2% |
| 30D | +4.7% | -10.9% | +15.6% | +9.0% |
| 3M | -39.7% | +11.2% | -50.8% | -42.8% |
| 6M | +23.1% | -10.2% | +33.3% | +25.0% |
| YTD | +55.0% | -2.0% | +57.0% | +51.6% |
| 1Y | +118.0% | -19.1% | +137.1% | +127.4% |
| 3Y | +170.5% | +20.9% | +149.6% | +130.7% |
| 5Y | +84.9% | -17.8% | +102.7% | +81.1% |
| 10Y | +112.0% | +23.5% | +88.5% | +66.4% |
| All | +1,578.5% | +248.0% | +1,330.5% | +654.0% |
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