+449.2%
ONTO vs IWD
+132.0%
+317.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.0% | +10.0% | +8.9% |
| 7D | +1.4% | +1.3% | +0.1% | -0.3% |
| 30D | -34.1% | +3.6% | -37.7% | -37.5% |
| 3M | -37.1% | +2.3% | -39.4% | -39.4% |
| 6M | -31.8% | +13.0% | -44.9% | -43.3% |
| YTD | +22.9% | +26.2% | -3.3% | -12.1% |
| 1Y | +39.5% | +30.5% | +9.0% | -5.0% |
| 3Y | +57.7% | +86.2% | -28.5% | -32.7% |
| 5Y | +115.8% | +72.9% | +42.9% | +5.7% |
| All | +449.2% | +132.0% | +317.3% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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