-84.0%
OPEN vs IP
-17.2%
-66.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.8% |
| 7D | -4.3% | -5.3% | +1.0% | -0.8% |
| 30D | -16.2% | -10.9% | -5.4% | -9.5% |
| 3M | -36.4% | +11.2% | -47.5% | -41.7% |
| 6M | -35.5% | -10.2% | -25.2% | -32.1% |
| YTD | -46.0% | -2.0% | -44.0% | -47.1% |
| 1Y | -47.1% | -19.1% | -28.1% | -41.2% |
| 3Y | -19.0% | +20.9% | -39.9% | -42.7% |
| All | -84.0% | -17.2% | -66.8% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling