+20.0%
IWM vs ONTO
+84.2%
-64.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.1% | -10.1% | -1.4% |
| 7D | -2.0% | -14.0% | +12.0% | +0.7% |
| 30D | -1.5% | -43.1% | +41.6% | +10.2% |
| 3M | -8.0% | -35.5% | +27.5% | -1.2% |
| 6M | -4.1% | -41.1% | +37.0% | +2.7% |
| YTD | +11.9% | +9.8% | +2.2% | +1.7% |
| 1Y | +15.0% | +31.5% | -16.5% | -0.3% |
| 3Y | +64.2% | +45.2% | +19.0% | +22.2% |
| All | +20.0% | +84.2% | -64.2% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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