+162.5%
ON vs IP
+151.8%
+10.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.0% | -7.6% | -9.4% |
| 7D | -16.3% | -5.0% | -11.3% | -13.9% |
| 30D | -27.0% | +6.5% | -33.5% | -29.7% |
| 3M | -18.1% | -18.0% | 0.0% | -9.7% |
| 6M | -38.6% | +10.3% | -48.9% | -43.4% |
| YTD | +16.4% | -9.9% | +26.2% | +17.5% |
| 1Y | +25.8% | -1.1% | +26.9% | +20.3% |
| 3Y | -7.7% | +13.0% | -20.7% | -21.6% |
| 5Y | +6.6% | -12.3% | +18.8% | +4.1% |
| 10Y | +444.6% | +26.8% | +417.8% | +324.3% |
| All | +162.5% | +151.8% | +10.7% | +35.8% |
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