-8.8%
IEF vs ONTO
+268.0%
-276.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -0.3% | +9.4% | -9.7% | -0.3% |
| 30D | -0.6% | -4.4% | +3.9% | -0.6% |
| 3M | -1.0% | +1.6% | -2.6% | -1.0% |
| 6M | -3.1% | +45.3% | -48.3% | -3.1% |
| YTD | -1.9% | +76.4% | -78.2% | -1.9% |
| 1Y | -1.4% | +167.2% | -168.5% | -1.4% |
| 3Y | +9.8% | +116.6% | -106.8% | +9.2% |
| 5Y | -8.8% | +263.7% | -272.6% | -9.8% |
| All | -8.8% | +268.0% | -276.8% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling