+17.9%
ONDS vs IDXX
+9.4%
+8.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | +0.5% |
| 7D | -5.0% | -4.3% | -0.7% | -2.2% |
| 30D | -25.6% | -13.7% | -11.9% | -18.3% |
| 3M | -22.1% | -9.1% | -13.1% | -18.9% |
| 6M | -27.6% | -15.4% | -12.2% | -21.3% |
| YTD | -25.7% | -25.1% | -0.6% | -13.4% |
| 1Y | +30.4% | -20.6% | +51.0% | +45.3% |
| 3Y | +695.0% | +8.7% | +686.2% | +558.5% |
| 5Y | -2.2% | -25.7% | +23.5% | -2.4% |
| All | +17.9% | +9.4% | +8.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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