+390.5%
ONTO vs IVZ
+115.7%
+274.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | 0.0% | +11.1% | +11.1% |
| 7D | -14.0% | -2.4% | -11.6% | -12.5% |
| 30D | -43.1% | -11.2% | -31.9% | -38.6% |
| 3M | -35.5% | -14.0% | -21.5% | -29.1% |
| 6M | -41.1% | +0.5% | -41.5% | -40.5% |
| YTD | +9.8% | +5.4% | +4.3% | +7.5% |
| 1Y | +31.5% | +19.5% | +12.1% | +19.7% |
| 3Y | +45.2% | +128.7% | -83.5% | -10.2% |
| 5Y | +86.7% | +28.8% | +57.9% | +53.3% |
| All | +390.5% | +115.7% | +274.7% | +214.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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