+38.5%
IWM vs ONON
-22.6%
+61.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | 0.0% |
| 7D | -2.4% | -2.1% | -0.3% | -2.0% |
| 30D | -4.6% | -11.6% | +7.0% | -2.2% |
| 3M | -0.3% | -30.1% | +29.8% | +6.3% |
| 6M | +14.7% | -30.5% | +45.2% | +21.7% |
| YTD | +17.8% | -41.0% | +58.9% | +29.2% |
| 1Y | +21.2% | -36.7% | +57.9% | +30.1% |
| 3Y | +62.3% | -8.6% | +70.9% | +55.9% |
| All | +38.5% | -22.6% | +61.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling