+476.3%
ONTO vs IRM
+369.1%
+107.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.4% |
| 7D | +17.5% | +6.8% | +10.7% | +12.9% |
| 30D | -15.7% | +2.6% | -18.3% | -16.2% |
| 3M | -39.7% | -9.5% | -30.3% | -35.0% |
| 6M | -26.5% | -8.5% | -18.0% | -20.7% |
| YTD | +29.0% | +40.3% | -11.3% | +8.6% |
| 1Y | +57.0% | +28.7% | +28.3% | +38.3% |
| 3Y | +50.0% | +111.8% | -61.8% | -2.6% |
| 5Y | +127.3% | +189.1% | -61.9% | +22.2% |
| All | +476.3% | +369.1% | +107.2% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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