+1.4%
ONDS vs IRE
-84.0%
+85.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.8% | +2.5% | -2.7% |
| 7D | -4.2% | +29.0% | -33.3% | -10.4% |
| 30D | -21.7% | +24.2% | -45.9% | -27.7% |
| 3M | -24.5% | -53.2% | +28.7% | -18.7% |
| 6M | -25.0% | -36.0% | +11.0% | -34.7% |
| YTD | -25.3% | -51.0% | +25.7% | -35.4% |
| All | +1.4% | -84.0% | +85.4% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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