+17.9%
ONDS vs IVZ
+125.7%
-107.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.2% |
| 7D | -5.0% | -2.4% | -2.6% | -3.3% |
| 30D | -25.6% | +2.5% | -28.1% | -26.9% |
| 3M | -22.1% | +17.1% | -39.2% | -30.4% |
| 6M | -27.6% | +35.1% | -62.7% | -41.8% |
| YTD | -25.7% | +24.3% | -50.0% | -37.3% |
| 1Y | +30.4% | +48.7% | -18.3% | -1.9% |
| 3Y | +695.0% | +135.6% | +559.3% | +312.1% |
| 5Y | -2.2% | +60.3% | -62.5% | -36.5% |
| All | +17.9% | +125.7% | -107.8% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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