+709.2%
ONDS vs IEFA
+64.1%
+645.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +1.1% |
| 7D | -5.0% | -2.4% | -2.6% | -0.6% |
| 30D | -25.6% | -2.1% | -23.5% | -22.4% |
| 3M | -22.1% | +5.5% | -27.7% | -28.4% |
| 6M | -27.6% | +8.1% | -35.7% | -35.9% |
| YTD | -25.7% | +11.9% | -37.6% | -38.4% |
| 1Y | +30.4% | +18.1% | +12.3% | -1.3% |
| All | +709.2% | +64.1% | +645.1% | +184.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling