+341.5%
ONTO vs IRM
+335.1%
+6.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -11.1% | -4.5% | -8.5% |
| 7D | -29.7% | -10.9% | -18.8% | -23.9% |
| 30D | -50.3% | -9.4% | -40.8% | -46.6% |
| 3M | -43.5% | -16.4% | -27.1% | -36.0% |
| 6M | -48.9% | -18.7% | -30.1% | -40.7% |
| YTD | -1.2% | +30.1% | -31.3% | -12.9% |
| 1Y | +14.9% | +8.5% | +6.4% | +11.9% |
| 3Y | +31.2% | +88.0% | -56.8% | -8.7% |
| 5Y | +68.1% | +167.6% | -99.5% | -5.3% |
| All | +341.5% | +335.1% | +6.4% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling