+80.4%
IBM vs ONTO
+45.4%
+35.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.1% | -11.9% | -1.3% |
| 7D | -5.0% | -14.0% | +9.1% | -4.5% |
| 30D | +11.1% | -43.1% | +54.2% | +13.3% |
| 3M | +5.7% | -35.5% | +41.2% | +6.9% |
| 6M | +10.1% | -41.1% | +51.2% | +10.5% |
| YTD | -15.6% | +9.8% | -25.4% | -20.8% |
| 1Y | -19.5% | +31.5% | -51.1% | -26.0% |
| 3Y | +80.4% | +45.2% | +35.2% | +55.2% |
| All | +80.4% | +45.4% | +35.0% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling