+37.9%
IWM vs ONON
-24.2%
+62.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.5% | -5.3% | +2.8% | -1.5% |
| 30D | -4.4% | -13.1% | +8.7% | -1.7% |
| 3M | +2.2% | -29.3% | +31.6% | +8.7% |
| 6M | +14.0% | -34.5% | +48.6% | +22.5% |
| YTD | +17.4% | -42.2% | +59.6% | +29.2% |
| 1Y | +22.9% | -37.3% | +60.3% | +32.2% |
| 3Y | +62.1% | -9.3% | +71.3% | +55.8% |
| All | +37.9% | -24.2% | +62.1% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling