+85.1%
ITW vs ONTO
+696.1%
-611.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +0.3% |
| 7D | -0.7% | +4.9% | -5.7% | -1.6% |
| 30D | -8.3% | -16.6% | +8.3% | -5.7% |
| 3M | +6.0% | -7.3% | +13.4% | +4.9% |
| 6M | 0.0% | +45.9% | -45.9% | -10.7% |
| YTD | +10.2% | +78.2% | -67.9% | -6.2% |
| 1Y | +3.2% | +159.8% | -156.6% | -19.8% |
| 3Y | +21.0% | +123.4% | -102.4% | -13.9% |
| 5Y | +37.9% | +265.8% | -227.9% | -21.3% |
| All | +85.1% | +696.1% | -611.0% | -33.8% |
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