+17.9%
ONDS vs IAG
+470.7%
-452.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | 0.0% |
| 7D | -5.0% | -4.1% | -0.9% | -4.0% |
| 30D | -25.6% | +10.6% | -36.2% | -27.6% |
| 3M | -22.1% | +35.4% | -57.5% | -28.0% |
| 6M | -27.6% | -9.5% | -18.0% | -26.9% |
| YTD | -25.7% | +21.8% | -47.5% | -29.7% |
| 1Y | +30.4% | +84.1% | -53.7% | +14.3% |
| 3Y | +695.0% | +817.4% | -122.4% | +412.8% |
| 5Y | -2.2% | +830.1% | -832.3% | -41.2% |
| All | +17.9% | +470.7% | -452.9% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling