+83.4%
IVV vs ONON
-23.0%
+106.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.2% |
| 7D | +0.5% | -1.7% | +2.2% | +0.8% |
| 30D | -1.0% | -27.4% | +26.4% | +3.5% |
| 3M | +3.9% | -26.5% | +30.4% | +8.1% |
| 6M | +14.5% | -34.2% | +48.7% | +20.7% |
| YTD | +12.9% | -41.3% | +54.2% | +20.9% |
| 1Y | +19.4% | -39.7% | +59.0% | +26.7% |
| 3Y | +78.8% | -7.8% | +86.6% | +72.7% |
| All | +83.4% | -23.0% | +106.4% | +66.1% |
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