+90.8%
IWM vs ONTO
+390.5%
-299.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.1% | -10.1% | -1.9% |
| 7D | -2.0% | -14.0% | +12.0% | +1.3% |
| 30D | -1.5% | -43.1% | +41.6% | +12.9% |
| 3M | -8.0% | -35.5% | +27.5% | +0.3% |
| 6M | -4.1% | -41.1% | +37.0% | +4.0% |
| YTD | +11.9% | +9.8% | +2.2% | -0.4% |
| 1Y | +15.0% | +31.5% | -16.5% | -3.4% |
| 3Y | +64.2% | +45.2% | +19.0% | +15.8% |
| 5Y | +20.4% | +86.7% | -66.3% | -28.5% |
| All | +90.8% | +390.5% | -299.7% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling