+23.0%
IGV vs ONON
-23.0%
+46.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.7% | -1.2% |
| 7D | -3.3% | -1.7% | -1.7% | -2.9% |
| 30D | 0.0% | -27.4% | +27.3% | +7.3% |
| 3M | +7.3% | -26.5% | +33.9% | +14.5% |
| 6M | +16.7% | -34.2% | +50.9% | +27.2% |
| YTD | -2.8% | -41.3% | +38.5% | +8.7% |
| 1Y | -6.7% | -39.7% | +33.0% | +2.9% |
| 3Y | +41.1% | -7.8% | +49.0% | +33.3% |
| All | +23.0% | -23.0% | +46.0% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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