-21.7%
ONON vs ITOT
+75.9%
-97.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +0.6% |
| 7D | -2.1% | -0.9% | -1.2% | -0.5% |
| 30D | -11.6% | -1.5% | -10.2% | -9.3% |
| 3M | -30.1% | +3.6% | -33.7% | -34.3% |
| 6M | -30.5% | +13.7% | -44.2% | -44.3% |
| YTD | -41.0% | +12.9% | -54.0% | -52.1% |
| 1Y | -36.7% | +17.2% | -53.9% | -52.0% |
| 3Y | -8.6% | +75.6% | -84.2% | -67.1% |
| All | -21.7% | +75.9% | -97.6% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling