+17.9%
ONDS vs IFF
-13.9%
+31.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -5.0% | -2.8% | -2.2% | -3.7% |
| 30D | -25.6% | -1.1% | -24.4% | -25.2% |
| 3M | -22.1% | +13.8% | -36.0% | -27.5% |
| 6M | -27.6% | +16.7% | -44.2% | -34.4% |
| YTD | -25.7% | +26.1% | -51.8% | -36.2% |
| 1Y | +30.4% | +33.5% | -3.1% | +8.2% |
| 3Y | +695.0% | +31.6% | +663.4% | +547.2% |
| 5Y | -2.2% | -34.9% | +32.7% | +12.8% |
| All | +17.9% | -13.9% | +31.8% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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