+390.5%
ONTO vs IRM
+339.3%
+51.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.0% | +10.1% | +10.5% |
| 7D | -14.0% | -8.6% | -5.4% | -8.4% |
| 30D | -43.1% | -8.0% | -35.1% | -39.4% |
| 3M | -35.5% | -12.0% | -23.5% | -29.2% |
| 6M | -41.1% | -18.2% | -22.9% | -32.0% |
| YTD | +9.8% | +31.4% | -21.6% | -3.8% |
| 1Y | +31.5% | +9.2% | +22.4% | +27.7% |
| 3Y | +45.2% | +94.6% | -49.4% | -0.8% |
| 5Y | +86.7% | +170.2% | -83.5% | +4.6% |
| All | +390.5% | +339.3% | +51.2% | +90.2% |
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