+138.6%
IBM vs ONTO
+695.7%
-557.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -1.8% |
| 7D | +0.3% | +9.7% | -9.4% | -0.8% |
| 30D | -1.5% | -8.8% | +7.3% | -0.8% |
| 3M | -16.8% | +4.5% | -21.3% | -19.4% |
| 6M | -9.0% | +56.4% | -65.4% | -18.0% |
| YTD | -20.1% | +78.1% | -98.1% | -29.8% |
| 1Y | -7.0% | +171.3% | -178.3% | -24.4% |
| 3Y | +72.4% | +118.7% | -46.3% | +34.5% |
| 5Y | +112.0% | +269.4% | -157.4% | +38.5% |
| All | +138.6% | +695.7% | -557.1% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling