-5.0%
IBM vs ONTO
+168.3%
-173.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.3% |
| 7D | +3.6% | +9.4% | -5.8% | +4.0% |
| 30D | +1.5% | -4.4% | +6.0% | +1.3% |
| 3M | -12.9% | +1.6% | -14.5% | -13.9% |
| 6M | -3.9% | +45.3% | -49.2% | -7.2% |
| YTD | -17.3% | +76.4% | -93.7% | -21.3% |
| 1Y | -5.0% | +167.2% | -172.1% | -10.4% |
| All | -5.0% | +168.3% | -173.3% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling