-87.0%
OPEN vs IP
+38.1%
-125.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.8% | -22.6% | -22.3% |
| 7D | -22.2% | -5.1% | -17.2% | -19.6% |
| 30D | -38.3% | +8.5% | -46.8% | -41.1% |
| 3M | -59.4% | -13.8% | -45.5% | -55.5% |
| 6M | -74.4% | +5.7% | -80.1% | -75.5% |
| YTD | -76.0% | -9.1% | -66.9% | -75.3% |
| 1Y | -78.7% | -0.8% | -77.8% | -79.3% |
| 3Y | -30.0% | +14.8% | -44.8% | -43.3% |
| 5Y | -93.7% | -11.5% | -82.2% | -94.1% |
| All | -87.0% | +38.1% | -125.1% | -90.0% |
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