+55.4%
IOT vs ONTO
+204.9%
-149.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.7% | -1.5% |
| 7D | -4.5% | +4.9% | -9.5% | -5.9% |
| 30D | -2.4% | -16.6% | +14.2% | +2.2% |
| 3M | +19.0% | -7.3% | +26.3% | +15.5% |
| 6M | +19.6% | +45.9% | -26.3% | -5.0% |
| YTD | +8.3% | +78.2% | -69.9% | -22.4% |
| 1Y | -0.8% | +159.8% | -160.6% | -40.1% |
| 3Y | +24.4% | +123.4% | -99.0% | -36.3% |
| All | +55.4% | +204.9% | -149.5% | -36.8% |
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 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