+209.9%
ON vs IP
+173.9%
+36.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | -0.2% |
| 7D | +2.4% | -5.3% | +7.7% | +5.4% |
| 30D | -3.3% | -10.9% | +7.6% | +2.5% |
| 3M | -43.6% | +11.2% | -54.7% | -47.7% |
| 6M | +19.0% | -10.2% | +29.2% | +22.1% |
| YTD | +37.4% | -2.0% | +39.3% | +33.4% |
| 1Y | +54.8% | -19.1% | +73.9% | +65.2% |
| 3Y | -25.2% | +20.9% | -46.0% | -38.5% |
| 5Y | +62.7% | -17.8% | +80.5% | +65.2% |
| 10Y | +574.3% | +23.5% | +550.8% | +434.7% |
| All | +209.9% | +173.9% | +36.0% | +54.3% |
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