+23.9%
ONDS vs IVZ
+128.6%
-104.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.6% |
| 7D | +8.2% | +1.1% | +7.1% | +7.2% |
| 30D | -16.4% | +3.1% | -19.4% | -18.3% |
| 3M | -26.0% | +18.2% | -44.2% | -34.4% |
| 6M | -22.5% | +38.6% | -61.1% | -38.9% |
| YTD | -21.9% | +25.9% | -47.8% | -34.7% |
| 1Y | +25.7% | +51.7% | -25.9% | -6.9% |
| 3Y | +735.5% | +138.7% | +596.9% | +328.9% |
| 5Y | -0.1% | +62.8% | -62.9% | -35.8% |
| All | +23.9% | +128.6% | -104.7% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling