+82.5%
IVV vs ONON
-1.9%
+84.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | -10.1% | +9.2% | +0.6% |
| 30D | -2.3% | -1.8% | -0.5% | -2.2% |
| 3M | -1.2% | +12.3% | -13.4% | -3.1% |
| 6M | +3.3% | +2.0% | +1.3% | +1.9% |
| YTD | +12.3% | -25.3% | +37.7% | +15.7% |
| 1Y | +12.5% | -1.3% | +13.9% | +10.6% |
| 3Y | +79.2% | +29.0% | +50.1% | +64.4% |
| 5Y | +75.6% | -6.2% | +81.9% | +53.4% |
| All | +82.5% | -1.9% | +84.5% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling