+55,872.9%
ORLY vs IP
+242.0%
+55,630.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.8% |
| 7D | -1.0% | -3.0% | +2.0% | -0.3% |
| 30D | +3.9% | +10.6% | -6.8% | +1.2% |
| 3M | -4.0% | -13.6% | +9.6% | -0.9% |
| 6M | -3.4% | +10.4% | -13.8% | -6.8% |
| YTD | -1.6% | -6.5% | +4.9% | -2.3% |
| 1Y | -7.5% | -2.1% | -5.4% | -9.4% |
| 3Y | +37.7% | +22.0% | +15.7% | +22.2% |
| 5Y | +109.3% | -9.7% | +119.0% | +97.8% |
| 10Y | +409.9% | +26.8% | +383.1% | +321.2% |
| All | +55,872.9% | +242.0% | +55,630.9% | +31,684.0% |
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 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