-11.6%
ONDS vs IEMG
+13.6%
-25.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.9% | -9.9% | -10.3% |
| 7D | -23.2% | -3.1% | -20.1% | -19.5% |
| 30D | -29.0% | -10.3% | -18.6% | -16.3% |
| 3M | -40.5% | -6.6% | -33.9% | -34.3% |
| 6M | -45.8% | -3.9% | -42.0% | -41.4% |
| YTD | -46.0% | +12.4% | -58.4% | -60.1% |
| 1Y | -11.6% | +13.9% | -25.5% | -37.9% |
| All | -11.6% | +13.6% | -25.2% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 1y: compounded portfolio wealth divided by compounded IEMG 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…
1y analysis · Full analysis span regression · 6 months rolling