+85.5%
ICE vs ONTO
+661.2%
-575.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.1% |
| 7D | -5.3% | +6.5% | -11.9% | -5.9% |
| 30D | +3.0% | -15.9% | +18.9% | +4.5% |
| 3M | +11.4% | -0.2% | +11.6% | +9.2% |
| 6M | -2.0% | +38.7% | -40.8% | -8.6% |
| YTD | -3.1% | +70.4% | -73.5% | -12.5% |
| 1Y | -8.4% | +153.6% | -162.0% | -22.3% |
| 3Y | +40.7% | +109.2% | -68.4% | +12.8% |
| 5Y | +40.0% | +249.7% | -209.8% | -5.0% |
| All | +85.5% | +661.2% | -575.7% | -13.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling