-3.1%
ONDS vs IOT
+54.4%
-57.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -5.0% | -0.8% | -4.2% | -4.7% |
| 30D | -25.6% | -4.7% | -20.9% | -24.6% |
| 3M | -22.1% | +17.8% | -39.9% | -28.4% |
| 6M | -27.6% | +16.8% | -44.4% | -33.8% |
| YTD | -25.7% | +8.4% | -34.2% | -32.4% |
| 1Y | +30.4% | -0.8% | +31.2% | +23.0% |
| 3Y | +695.0% | +25.7% | +669.2% | +545.1% |
| All | -3.1% | +54.4% | -57.5% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling