+142.4%
IBM vs ONDS
+28.1%
+114.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | -3.5% | +3.2% | -0.2% |
| 30D | +0.3% | -14.1% | +14.4% | +0.6% |
| 3M | -21.6% | -36.3% | +14.7% | -20.9% |
| 6M | -4.7% | -27.5% | +22.8% | -4.3% |
| YTD | -19.1% | -21.9% | +2.8% | -19.1% |
| 1Y | -2.5% | +43.0% | -45.5% | -4.2% |
| 3Y | +74.2% | +697.1% | -622.9% | +57.5% |
| 5Y | +113.1% | -1.2% | +114.3% | +98.4% |
| All | +142.4% | +28.1% | +114.3% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONDS.
Daily Out/Under-Performance
Portfolio return minus ONDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONDS 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 ONDS 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