-2.7%
IEF vs ONTO
+661.2%
-663.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.8% |
| 7D | -1.2% | +6.5% | -7.7% | -1.2% |
| 30D | -1.5% | -15.9% | +14.4% | -1.5% |
| 3M | -1.7% | -0.2% | -1.5% | -1.6% |
| 6M | -3.5% | +38.7% | -42.3% | -3.3% |
| YTD | -2.6% | +70.4% | -73.0% | -2.3% |
| 1Y | -2.4% | +153.6% | -156.0% | -1.8% |
| 3Y | +8.9% | +109.2% | -100.3% | +9.7% |
| 5Y | -9.2% | +249.7% | -259.0% | -8.1% |
| All | -2.7% | +661.2% | -663.8% | +0.5% |
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