+50.1%
IEFA vs ONTO
+246.7%
-196.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.4% |
| 7D | -2.4% | +6.5% | -8.9% | -3.4% |
| 30D | -2.1% | -15.9% | +13.8% | +0.1% |
| 3M | +5.5% | -0.2% | +5.7% | +3.5% |
| 6M | +8.1% | +38.7% | -30.6% | +0.1% |
| YTD | +11.9% | +70.4% | -58.4% | -0.1% |
| 1Y | +18.1% | +153.6% | -135.5% | -1.6% |
| 3Y | +65.5% | +109.2% | -43.7% | +30.9% |
| 5Y | +50.1% | +249.7% | -199.7% | -0.9% |
| All | +50.1% | +246.7% | -196.7% | -0.9% |
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