-4.4%
ON vs IP
+13.9%
-18.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.2% |
| 7D | -11.7% | -5.1% | -6.6% | -9.9% |
| 30D | -23.3% | +8.5% | -31.8% | -25.8% |
| 3M | -19.2% | -13.8% | -5.3% | -14.8% |
| 6M | -40.1% | +5.7% | -45.9% | -42.7% |
| YTD | +16.9% | -9.1% | +26.0% | +18.2% |
| 1Y | +29.7% | -0.8% | +30.6% | +25.7% |
| 3Y | -4.4% | +14.8% | -19.2% | -6.3% |
| All | -4.4% | +13.9% | -18.3% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling