+18.5%
ONDS vs IWF
+117.0%
-98.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.9% | -3.5% |
| 7D | -4.2% | +0.5% | -4.7% | -5.1% |
| 30D | -21.7% | -1.4% | -20.3% | -19.5% |
| 3M | -24.5% | +0.4% | -24.9% | -23.4% |
| 6M | -25.0% | +8.5% | -33.5% | -31.4% |
| YTD | -25.3% | +3.7% | -29.0% | -26.2% |
| 1Y | +33.8% | +8.5% | +25.3% | +25.2% |
| 3Y | +699.3% | +78.5% | +620.8% | +273.9% |
| 5Y | -5.2% | +73.6% | -78.9% | -49.6% |
| All | +18.5% | +117.0% | -98.5% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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