+99.7%
ITW vs ONTO
+476.3%
-376.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.7% |
| 7D | +2.3% | +17.5% | -15.2% | -0.5% |
| 30D | +6.7% | -15.7% | +22.4% | +8.8% |
| 3M | -0.5% | -39.7% | +39.2% | +6.6% |
| 6M | +16.4% | -26.5% | +42.9% | +17.3% |
| YTD | +19.0% | +29.0% | -10.0% | +5.4% |
| 1Y | +20.2% | +57.0% | -36.7% | +2.0% |
| 3Y | +33.1% | +50.0% | -16.9% | +1.3% |
| 5Y | +35.7% | +127.3% | -91.6% | -14.7% |
| All | +99.7% | +476.3% | -376.6% | -25.6% |
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