+7.2%
ONON vs IP
-18.5%
+25.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.8% |
| 7D | +5.7% | -3.0% | +8.7% | +7.0% |
| 30D | +7.0% | +10.6% | -3.7% | +2.1% |
| 3M | -0.1% | -13.6% | +13.5% | +6.0% |
| 6M | +6.5% | +10.4% | -3.9% | 0.0% |
| YTD | -19.3% | -6.5% | -12.8% | -19.4% |
| 1Y | +7.2% | -2.1% | +9.4% | +4.4% |
| 3Y | +39.1% | +22.0% | +17.1% | +11.4% |
| 5Y | -0.8% | -9.7% | +8.9% | -7.8% |
| All | +7.2% | -18.5% | +25.7% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling