-3.9%
ONON vs IWD
+82.2%
-86.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.3% |
| 7D | -10.0% | +2.3% | -12.3% | -13.5% |
| 30D | -5.3% | +3.6% | -8.9% | -10.9% |
| 3M | +6.5% | +2.2% | +4.3% | +2.6% |
| 6M | -5.0% | +13.0% | -17.9% | -23.3% |
| YTD | -27.6% | +26.5% | -54.2% | -51.8% |
| 1Y | -20.7% | +30.1% | -50.8% | -49.7% |
| 3Y | +26.6% | +84.9% | -58.2% | -58.4% |
| 5Y | -9.6% | +73.4% | -83.0% | -64.7% |
| All | -3.9% | +82.2% | -86.2% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling