-0.8%
IOT vs ONTO
+162.0%
-162.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.7% | -0.1% |
| 7D | -4.5% | +4.9% | -9.5% | -4.4% |
| 30D | -2.4% | -16.6% | +14.2% | -3.1% |
| 3M | +19.0% | -7.3% | +26.3% | +18.9% |
| 6M | +19.6% | +45.9% | -26.3% | +14.0% |
| YTD | +8.3% | +78.2% | -69.9% | -3.9% |
| 1Y | -0.8% | +159.8% | -160.6% | -21.3% |
| All | -0.8% | +162.0% | -162.8% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling