+73.6%
IWF vs ONTO
+268.0%
-194.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +0.5% | +9.4% | -8.8% | -1.6% |
| 30D | -1.4% | -4.4% | +3.1% | -0.9% |
| 3M | +0.4% | +1.6% | -1.1% | -2.8% |
| 6M | +8.5% | +45.3% | -36.8% | -5.4% |
| YTD | +3.7% | +76.4% | -72.7% | -14.8% |
| 1Y | +8.5% | +167.2% | -158.7% | -21.2% |
| 3Y | +78.5% | +116.6% | -38.0% | +22.0% |
| 5Y | +73.6% | +263.7% | -190.1% | -7.2% |
| All | +73.6% | +268.0% | -194.3% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling