+449.2%
ONTO vs IRM
+357.1%
+92.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.1% | +7.9% | +9.4% |
| 7D | +1.4% | -3.8% | +5.1% | +4.7% |
| 30D | -34.1% | -3.2% | -30.9% | -32.0% |
| 3M | -37.1% | -7.8% | -29.3% | -32.8% |
| 6M | -31.8% | -12.7% | -19.1% | -24.3% |
| YTD | +22.9% | +36.7% | -13.8% | +5.2% |
| 1Y | +39.5% | +10.0% | +29.5% | +34.6% |
| 3Y | +57.7% | +107.2% | -49.6% | +3.9% |
| 5Y | +115.8% | +181.6% | -65.7% | +18.0% |
| All | +449.2% | +357.1% | +92.1% | +108.0% |
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