-8.6%
ONON vs IEF
+9.0%
-17.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -2.1% | -1.3% | -0.7% | -1.6% |
| 30D | -11.6% | -1.7% | -9.9% | -11.0% |
| 3M | -30.1% | -2.5% | -27.6% | -29.5% |
| 6M | -30.5% | -3.3% | -27.2% | -29.8% |
| YTD | -41.0% | -2.8% | -38.2% | -40.4% |
| 1Y | -36.7% | -2.7% | -34.0% | -36.0% |
| 3Y | -8.6% | +8.9% | -17.5% | -13.7% |
| All | -8.6% | +9.0% | -17.6% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling