-92.0%
OPEN vs IP
-12.5%
-79.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.0% | -5.6% | -6.9% |
| 7D | -5.8% | -5.0% | -0.8% | -2.2% |
| 30D | -21.1% | +6.5% | -27.7% | -24.1% |
| 3M | -52.4% | -18.0% | -34.4% | -45.3% |
| 6M | -65.8% | +10.3% | -76.1% | -68.6% |
| YTD | -69.3% | -9.9% | -59.4% | -68.2% |
| 1Y | -75.2% | -1.1% | -74.2% | -76.2% |
| 3Y | -14.4% | +13.0% | -27.4% | -39.2% |
| 5Y | -92.0% | -12.3% | -79.7% | -92.3% |
| All | -92.0% | -12.5% | -79.5% | -92.3% |
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