+17.6%
ONDS vs IEMG
+59.7%
-42.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -2.2% |
| 7D | -5.1% | -1.3% | -3.8% | -3.2% |
| 30D | -26.0% | +1.9% | -27.9% | -28.3% |
| 3M | -26.4% | +1.4% | -27.9% | -27.6% |
| 6M | -26.4% | +15.2% | -41.6% | -40.6% |
| YTD | -25.9% | +23.8% | -49.7% | -46.7% |
| 1Y | +12.6% | +30.7% | -18.0% | -24.6% |
| 3Y | +706.9% | +83.3% | +623.6% | +231.6% |
| 5Y | -2.4% | +48.8% | -51.2% | -41.4% |
| All | +17.6% | +59.7% | -42.1% | -40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling