+698.4%
IBKR vs ONTO
+696.1%
+2.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.4% | +0.9% |
| 7D | -1.3% | +4.9% | -6.3% | -2.7% |
| 30D | -0.2% | -16.6% | +16.4% | +4.6% |
| 3M | +3.0% | -7.3% | +10.3% | +1.9% |
| 6M | +33.9% | +45.9% | -12.1% | +14.5% |
| YTD | +42.5% | +78.2% | -35.7% | +14.6% |
| 1Y | +44.9% | +159.8% | -115.0% | +3.8% |
| 3Y | +293.0% | +123.4% | +169.6% | +165.7% |
| 5Y | +497.7% | +265.8% | +231.9% | +219.4% |
| All | +698.4% | +696.1% | +2.3% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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