+61.5%
IWM vs ONDS
-3.7%
+65.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.7% |
| 7D | -0.3% | +8.7% | -9.1% | -1.1% |
| 30D | +1.9% | -14.1% | +16.0% | +2.7% |
| 3M | -5.7% | -41.2% | +35.5% | -2.4% |
| 6M | -0.3% | -39.2% | +38.9% | +1.9% |
| YTD | +15.8% | -41.3% | +57.1% | +17.3% |
| 1Y | +17.1% | -1.2% | +18.3% | +12.8% |
| 3Y | +73.1% | +847.1% | -774.0% | +22.8% |
| 5Y | +25.9% | -44.8% | +70.7% | +10.8% |
| All | +61.5% | -3.7% | +65.2% | +36.1% |
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