+709.2%
ONDS vs ITW
+18.9%
+690.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | -5.0% | -2.4% | -2.6% | -3.5% |
| 30D | -25.6% | -9.5% | -16.0% | -20.6% |
| 3M | -22.1% | +6.6% | -28.8% | -26.5% |
| 6M | -27.6% | -1.8% | -25.8% | -27.7% |
| YTD | -25.7% | +9.0% | -34.7% | -33.3% |
| 1Y | +30.4% | +3.6% | +26.8% | +21.8% |
| All | +709.2% | +18.9% | +690.3% | +379.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling