-16.8%
OPEN vs IP
+21.5%
-38.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.4% |
| 7D | -4.3% | -5.3% | +1.0% | -1.7% |
| 30D | -16.2% | -10.9% | -5.4% | -11.3% |
| 3M | -36.4% | +11.2% | -47.5% | -40.1% |
| 6M | -35.5% | -10.2% | -25.2% | -32.7% |
| YTD | -46.0% | -2.0% | -44.0% | -46.4% |
| 1Y | -47.1% | -19.1% | -28.1% | -42.4% |
| All | -16.8% | +21.5% | -38.3% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling