+65.6%
IWM vs ONON
-9.1%
+74.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.1% |
| 7D | +1.4% | -1.7% | +3.1% | +1.7% |
| 30D | -2.3% | -27.4% | +25.1% | +3.4% |
| 3M | +4.0% | -26.5% | +30.5% | +9.4% |
| 6M | +17.9% | -34.2% | +52.2% | +26.4% |
| YTD | +20.2% | -41.3% | +61.5% | +31.7% |
| 1Y | +25.0% | -39.7% | +64.6% | +35.6% |
| All | +65.6% | -9.1% | +74.7% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling