+17.6%
ONDS vs IEFA
+75.5%
-57.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -1.9% |
| 7D | -5.1% | -1.6% | -3.6% | -2.7% |
| 30D | -26.0% | -1.5% | -24.5% | -24.1% |
| 3M | -26.4% | +3.4% | -29.9% | -29.5% |
| 6M | -26.4% | +9.5% | -35.9% | -35.1% |
| YTD | -25.9% | +13.0% | -39.0% | -37.8% |
| 1Y | +12.6% | +18.0% | -5.4% | -11.1% |
| 3Y | +706.9% | +65.4% | +641.6% | +298.1% |
| 5Y | -2.4% | +51.6% | -54.0% | -41.5% |
| All | +17.6% | +75.5% | -57.9% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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