+72.7%
IVV vs ONON
-1.8%
+74.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +0.1% | +5.7% | -5.6% | -0.8% |
| 30D | -3.3% | +7.0% | -10.3% | -4.4% |
| 3M | -2.4% | -0.1% | -2.3% | -3.0% |
| 6M | +2.6% | +6.5% | -3.9% | +0.6% |
| YTD | +11.3% | -19.3% | +30.5% | +13.5% |
| 1Y | +13.4% | +7.2% | +6.2% | +10.0% |
| 3Y | +80.3% | +39.1% | +41.2% | +62.8% |
| 5Y | +72.7% | -0.8% | +73.6% | +47.8% |
| All | +72.7% | -1.8% | +74.5% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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