+10.5%
IEF vs ONTO
+51.5%
-41.0%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.2% |
| 7D | -2.0% | +17.5% | -19.5% | -1.9% |
| 30D | +0.7% | -15.7% | +16.4% | +0.7% |
| 3M | -2.5% | -39.7% | +37.2% | -2.6% |
| 6M | -2.6% | -26.5% | +23.9% | -2.6% |
| YTD | -3.2% | +29.0% | -32.2% | -2.7% |
| 1Y | -3.0% | +57.0% | -60.0% | -2.3% |
| 3Y | +10.5% | +50.0% | -39.5% | +13.1% |
| All | +10.5% | +51.5% | -41.0% | +13.1% |
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