+39.1%
IWM vs ONTO
+243.6%
-204.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | -1.1% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | -1.3% | -2.9% | +1.6% | -1.4% |
| 3M | +1.6% | -2.5% | +4.1% | -0.9% |
| 6M | +13.6% | +28.2% | -14.7% | +2.5% |
| YTD | +20.8% | +69.8% | -49.0% | +1.3% |
| 1Y | +26.4% | +162.9% | -136.5% | -5.7% |
| 3Y | +60.7% | +95.9% | -35.3% | +15.0% |
| All | +39.1% | +243.6% | -204.5% | -22.7% |
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