-1.5%
IEF vs ONTO
+658.6%
-660.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | 0.0% |
| 7D | -0.3% | -1.0% | +0.7% | -0.3% |
| 30D | -0.8% | -2.9% | +2.1% | -0.8% |
| 3M | -1.0% | -2.5% | +1.5% | -0.9% |
| 6M | -2.8% | +28.2% | -31.0% | -2.6% |
| YTD | -1.5% | +69.8% | -71.3% | -1.1% |
| 1Y | -0.4% | +162.9% | -163.3% | +0.2% |
| 3Y | +9.7% | +95.9% | -86.3% | +10.4% |
| 5Y | -8.3% | +244.5% | -252.8% | -7.1% |
| All | -1.5% | +658.6% | -660.1% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling