+17.9%
ONDS vs ITOT
+112.8%
-94.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.9% |
| 7D | -5.0% | -2.0% | -2.9% | -0.5% |
| 30D | -25.6% | -2.0% | -23.6% | -22.0% |
| 3M | -22.1% | +4.5% | -26.7% | -28.0% |
| 6M | -27.6% | +12.6% | -40.2% | -41.5% |
| YTD | -25.7% | +12.0% | -37.7% | -38.8% |
| 1Y | +30.4% | +17.3% | +13.1% | +0.1% |
| 3Y | +695.0% | +75.2% | +619.7% | +204.5% |
| 5Y | -2.2% | +74.0% | -76.2% | -57.4% |
| All | +17.9% | +112.8% | -94.9% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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