-21.7%
ONON vs IFF
-33.5%
+11.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | -2.1% | -3.2% | +1.1% | -0.5% |
| 30D | -11.6% | -0.3% | -11.3% | -11.5% |
| 3M | -30.1% | +8.4% | -38.5% | -33.2% |
| 6M | -30.5% | +23.0% | -53.5% | -38.6% |
| YTD | -41.0% | +25.5% | -66.5% | -48.9% |
| 1Y | -36.7% | +29.1% | -65.8% | -46.2% |
| 3Y | -8.6% | +31.7% | -40.3% | -25.4% |
| All | -21.7% | -33.5% | +11.8% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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