+23.9%
ONDS vs ICE
+57.2%
-33.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.7% |
| 7D | +8.2% | -1.2% | +9.4% | +9.0% |
| 30D | -16.4% | +5.0% | -21.3% | -20.0% |
| 3M | -26.0% | +13.9% | -39.9% | -34.8% |
| 6M | -22.5% | -4.4% | -18.1% | -20.5% |
| YTD | -21.9% | -1.9% | -20.0% | -23.6% |
| 1Y | +25.7% | -8.1% | +33.9% | +31.5% |
| 3Y | +735.5% | +42.5% | +693.0% | +474.7% |
| 5Y | -0.1% | +40.6% | -40.8% | -30.1% |
| All | +23.9% | +57.2% | -33.3% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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