+68.5%
IWM vs ONDS
+28.1%
+40.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | -3.5% | +3.6% | +0.3% |
| 30D | -1.3% | -14.1% | +12.8% | -0.3% |
| 3M | +1.6% | -36.3% | +38.0% | +4.4% |
| 6M | +13.6% | -27.5% | +41.1% | +14.6% |
| YTD | +20.8% | -21.9% | +42.7% | +20.2% |
| 1Y | +26.4% | +43.0% | -16.5% | +17.8% |
| 3Y | +60.7% | +697.1% | -636.4% | +15.7% |
| 5Y | +38.2% | -1.2% | +39.4% | +16.6% |
| All | +68.5% | +28.1% | +40.4% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONDS.
Daily Out/Under-Performance
Portfolio return minus ONDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONDS 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 ONDS 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