+18.5%
ONDS vs IWD
+109.6%
-91.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -3.2% |
| 7D | -4.2% | -1.2% | -3.0% | -1.9% |
| 30D | -21.7% | -1.6% | -20.1% | -19.0% |
| 3M | -24.5% | +7.0% | -31.5% | -34.3% |
| 6M | -25.0% | +17.0% | -42.0% | -45.0% |
| YTD | -25.3% | +21.6% | -46.9% | -49.1% |
| 1Y | +33.8% | +28.0% | +5.8% | -16.2% |
| 3Y | +699.3% | +70.6% | +628.8% | +204.8% |
| 5Y | -5.2% | +73.3% | -78.5% | -61.9% |
| All | +18.5% | +109.6% | -91.1% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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