-20.0%
ONON vs IP
-14.6%
-5.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.3% |
| 7D | -3.0% | -5.3% | +2.3% | -0.7% |
| 30D | -26.7% | -10.9% | -15.9% | -23.1% |
| 3M | -25.3% | +11.2% | -36.5% | -29.6% |
| 6M | -35.3% | -10.2% | -25.0% | -33.1% |
| YTD | -39.8% | -2.0% | -37.8% | -40.9% |
| 1Y | -39.2% | -19.1% | -20.1% | -34.7% |
| 3Y | -4.2% | +20.9% | -25.1% | -21.9% |
| All | -20.0% | -14.6% | -5.4% | -26.5% |
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