+85.4%
ITW vs ONTO
+695.7%
-610.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.4% |
| 7D | -0.4% | +9.7% | -10.1% | -2.1% |
| 30D | -9.4% | -8.8% | -0.6% | -8.4% |
| 3M | +7.1% | +4.5% | +2.6% | +3.4% |
| 6M | -1.9% | +56.4% | -58.3% | -13.6% |
| YTD | +10.4% | +78.1% | -67.6% | -6.0% |
| 1Y | +3.3% | +171.3% | -168.0% | -20.4% |
| 3Y | +21.0% | +118.7% | -97.7% | -13.4% |
| 5Y | +36.3% | +269.4% | -233.1% | -22.5% |
| All | +85.4% | +695.7% | -610.2% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling