-11.6%
ONDS vs IOT
+8.2%
-19.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +4.1% | -13.1% | -9.1% |
| 7D | -23.2% | -0.5% | -22.7% | -23.1% |
| 30D | -29.0% | +1.0% | -30.0% | -29.0% |
| 3M | -40.5% | +10.9% | -51.4% | -40.7% |
| 6M | -45.8% | +39.9% | -85.7% | -47.5% |
| YTD | -46.0% | +20.8% | -66.8% | -50.1% |
| 1Y | -11.6% | +10.6% | -22.1% | -17.6% |
| All | -11.6% | +8.2% | -19.7% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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