+108.8%
IJH vs ONTO
+696.1%
-587.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | -0.4% |
| 7D | -1.9% | +4.9% | -6.8% | -3.1% |
| 30D | -4.6% | -16.6% | +12.0% | -0.7% |
| 3M | -1.2% | -7.3% | +6.2% | -2.3% |
| 6M | +9.4% | +45.9% | -36.5% | -5.7% |
| YTD | +13.3% | +78.2% | -64.8% | -8.3% |
| 1Y | +13.4% | +159.8% | -146.4% | -18.4% |
| 3Y | +50.4% | +123.4% | -73.0% | -0.9% |
| 5Y | +49.0% | +265.8% | -216.8% | -24.3% |
| All | +108.8% | +696.1% | -587.3% | -34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling