-25.2%
ONTO vs IFF
+3.0%
-28.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.6% | +9.5% | +8.7% |
| 7D | +16.4% | -5.7% | +22.1% | +14.1% |
| 30D | -21.4% | -2.7% | -18.7% | -22.5% |
| 3M | -32.7% | -2.3% | -30.4% | -33.5% |
| 6M | -25.2% | +6.0% | -31.2% | -27.5% |
| All | -25.2% | +3.0% | -28.2% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling