+476.3%
ONTO vs IFF
-19.4%
+495.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.4% |
| 7D | +17.5% | -1.8% | +19.3% | +18.6% |
| 30D | -15.7% | -9.4% | -6.2% | -12.1% |
| 3M | -39.7% | -3.0% | -36.7% | -39.7% |
| 6M | -26.5% | +5.8% | -32.3% | -30.8% |
| YTD | +29.0% | +22.4% | +6.6% | +9.5% |
| 1Y | +57.0% | +23.0% | +33.9% | +32.5% |
| 3Y | +50.0% | +21.8% | +28.2% | +24.0% |
| 5Y | +127.3% | -39.2% | +166.5% | +181.4% |
| All | +476.3% | -19.4% | +495.7% | +476.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling