-23.3%
ONON vs IWD
+75.2%
-98.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.6% |
| 7D | -3.5% | -1.2% | -2.3% | -1.4% |
| 30D | -30.8% | -1.6% | -29.1% | -28.6% |
| 3M | -29.8% | +7.0% | -36.8% | -37.6% |
| 6M | -34.8% | +17.0% | -51.8% | -50.3% |
| YTD | -42.3% | +21.6% | -63.9% | -58.8% |
| 1Y | -39.5% | +28.0% | -67.5% | -60.6% |
| 3Y | -9.3% | +70.6% | -79.8% | -65.2% |
| All | -23.3% | +75.2% | -98.5% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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