-39.7%
ONON vs IP
-21.3%
-18.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.9% |
| 7D | -1.7% | +0.1% | -1.7% | -1.7% |
| 30D | -27.4% | -11.2% | -16.1% | -24.7% |
| 3M | -26.5% | +12.3% | -38.8% | -29.6% |
| 6M | -34.2% | -5.2% | -29.0% | -33.6% |
| YTD | -41.3% | -4.0% | -37.4% | -41.6% |
| 1Y | -39.7% | -19.2% | -20.4% | -33.7% |
| All | -39.7% | -21.3% | -18.4% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling