-20.0%
ONON vs IAU
+143.6%
-163.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | -26.7% | +4.4% | -31.1% | -27.4% |
| 3M | -25.3% | -1.1% | -24.2% | -25.2% |
| 6M | -35.3% | -13.7% | -21.5% | -33.5% |
| YTD | -39.8% | +2.7% | -42.5% | -40.6% |
| 1Y | -39.2% | +24.6% | -63.8% | -43.1% |
| 3Y | -4.2% | +126.8% | -131.1% | -26.4% |
| All | -20.0% | +143.6% | -163.6% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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