-25.1%
ON vs IP
+21.5%
-46.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.1% |
| 7D | +2.4% | -5.3% | +7.7% | +4.6% |
| 30D | -3.3% | -10.9% | +7.6% | +0.9% |
| 3M | -43.6% | +11.2% | -54.7% | -46.7% |
| 6M | +19.0% | -10.2% | +29.2% | +22.4% |
| YTD | +37.4% | -2.0% | +39.3% | +35.3% |
| 1Y | +54.8% | -19.1% | +73.9% | +65.5% |
| All | -25.1% | +21.5% | -46.6% | -29.7% |
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 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