+17.9%
ONDS vs IRM
+411.4%
-393.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.9% |
| 7D | -5.0% | -1.8% | -3.2% | -3.7% |
| 30D | -25.6% | -7.8% | -17.8% | -21.2% |
| 3M | -22.1% | -7.9% | -14.3% | -17.4% |
| 6M | -27.6% | +6.3% | -33.9% | -30.1% |
| YTD | -25.7% | +38.2% | -63.9% | -41.3% |
| 1Y | +30.4% | +19.8% | +10.6% | +14.6% |
| 3Y | +695.0% | +98.8% | +596.2% | +385.4% |
| 5Y | -2.2% | +191.8% | -193.9% | -52.0% |
| All | +17.9% | +411.4% | -393.5% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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