+23.9%
ONDS vs IP
+3.8%
+20.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.1% |
| 7D | -3.5% | -5.3% | +1.7% | -1.2% |
| 30D | -14.1% | -10.9% | -3.2% | -9.8% |
| 3M | -36.3% | +11.2% | -47.5% | -39.9% |
| 6M | -27.5% | -10.2% | -17.3% | -25.3% |
| YTD | -21.9% | -2.0% | -19.9% | -23.7% |
| 1Y | +43.0% | -19.1% | +62.1% | +52.3% |
| 3Y | +697.1% | +20.9% | +676.2% | +613.5% |
| 5Y | -1.2% | -17.8% | +16.6% | -4.0% |
| All | +23.9% | +3.8% | +20.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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