+83.3%
IEMG vs ONTO
+115.7%
-32.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | +0.5% |
| 7D | -1.3% | +4.9% | -6.2% | -2.1% |
| 30D | +1.9% | -16.6% | +18.5% | +4.8% |
| 3M | +1.4% | -7.3% | +8.8% | +1.3% |
| 6M | +15.2% | +45.9% | -30.8% | +7.3% |
| YTD | +23.8% | +78.2% | -54.3% | +12.1% |
| 1Y | +30.7% | +159.8% | -129.2% | +12.3% |
| 3Y | +83.3% | +123.4% | -40.1% | +52.4% |
| All | +83.3% | +115.7% | -32.4% | +52.4% |
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