+269.4%
ONTO vs IFF
-34.7%
+304.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.3% |
| 7D | +9.7% | -0.2% | +9.8% | +9.7% |
| 30D | -8.8% | -0.3% | -8.5% | -8.9% |
| 3M | +4.5% | +18.6% | -14.1% | -4.8% |
| 6M | +56.4% | +17.4% | +39.0% | +41.2% |
| YTD | +78.1% | +28.5% | +49.6% | +52.3% |
| 1Y | +171.3% | +32.5% | +138.7% | +126.7% |
| 3Y | +118.7% | +34.1% | +84.6% | +77.2% |
| 5Y | +269.4% | -35.2% | +304.6% | +350.4% |
| All | +269.4% | -34.7% | +304.0% | +350.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling