+86.3%
ICE vs ONTO
+688.0%
-601.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -0.9% | +9.4% | -10.2% | -1.7% |
| 30D | +4.0% | -4.4% | +8.4% | +4.1% |
| 3M | +11.0% | +1.6% | +9.4% | +8.6% |
| 6M | -5.0% | +45.3% | -50.2% | -11.8% |
| YTD | -2.7% | +76.4% | -79.1% | -12.4% |
| 1Y | -8.6% | +167.2% | -175.8% | -22.9% |
| 3Y | +41.4% | +116.6% | -75.2% | +13.0% |
| 5Y | +39.9% | +263.7% | -223.9% | -5.4% |
| All | +86.3% | +688.0% | -601.7% | -13.5% |
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