+47.0%
IEMG vs ONTO
+246.7%
-199.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.4% |
| 7D | -0.9% | +6.5% | -7.4% | -2.0% |
| 30D | +2.1% | -15.9% | +18.0% | +5.1% |
| 3M | +4.6% | -0.2% | +4.8% | +3.0% |
| 6M | +14.0% | +38.7% | -24.7% | +5.8% |
| YTD | +22.3% | +70.4% | -48.0% | +9.4% |
| 1Y | +30.7% | +153.6% | -122.9% | +8.9% |
| 3Y | +83.2% | +109.2% | -26.0% | +45.8% |
| 5Y | +47.0% | +249.7% | -202.8% | -1.1% |
| All | +47.0% | +246.7% | -199.7% | -1.1% |
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 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