+17.6%
ONDS vs ITW
+50.0%
-32.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.0% |
| 7D | -5.1% | -0.7% | -4.4% | -4.6% |
| 30D | -26.0% | -8.3% | -17.7% | -21.7% |
| 3M | -26.4% | +6.0% | -32.5% | -30.0% |
| 6M | -26.4% | 0.0% | -26.4% | -27.5% |
| YTD | -25.9% | +10.2% | -36.1% | -32.6% |
| 1Y | +12.6% | +3.2% | +9.4% | +6.6% |
| 3Y | +706.9% | +21.0% | +685.9% | +575.3% |
| 5Y | -2.4% | +37.9% | -40.3% | -23.8% |
| All | +17.6% | +50.0% | -32.4% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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