+6.6%
ON vs IP
-12.5%
+19.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.0% | -7.6% | -9.6% |
| 7D | -16.3% | -5.0% | -11.3% | -14.1% |
| 30D | -27.0% | +6.5% | -33.5% | -29.5% |
| 3M | -18.1% | -18.0% | 0.0% | -10.3% |
| 6M | -38.6% | +10.3% | -48.9% | -43.4% |
| YTD | +16.4% | -9.9% | +26.2% | +17.7% |
| 1Y | +25.8% | -1.1% | +26.9% | +20.1% |
| 3Y | -7.7% | +13.0% | -20.7% | -25.1% |
| 5Y | +6.6% | -12.3% | +18.8% | +1.6% |
| All | +6.6% | -12.5% | +19.0% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling