+155.8%
IBM vs ONTO
+476.3%
-320.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.3% |
| 7D | +1.6% | +17.5% | -15.9% | -0.4% |
| 30D | +9.2% | -15.7% | +24.9% | +10.7% |
| 3M | +4.9% | -39.7% | +44.7% | +10.0% |
| 6M | +16.8% | -26.5% | +43.2% | +16.5% |
| YTD | -14.3% | +29.0% | -43.3% | -22.6% |
| 1Y | -16.7% | +57.0% | -73.7% | -27.3% |
| 3Y | +82.2% | +50.0% | +32.2% | +48.3% |
| 5Y | +149.9% | +127.3% | +22.7% | +76.2% |
| All | +155.8% | +476.3% | -320.5% | +18.0% |
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