+18.4%
IWM vs ONON
-20.5%
+38.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | +1.4% | -10.0% | +11.4% | +2.8% |
| 30D | +2.3% | -5.3% | +7.5% | +3.0% |
| 3M | -8.3% | +6.5% | -14.8% | -9.2% |
| 6M | -1.3% | -5.0% | +3.6% | -2.1% |
| YTD | +13.5% | -27.6% | +41.2% | +17.9% |
| 1Y | +18.4% | -20.7% | +39.1% | +20.0% |
| All | +18.4% | -20.5% | +38.9% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling