+44.7%
IBKR vs ONON
-37.3%
+82.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -3.3% | -3.0% | -0.3% | -2.5% |
| 30D | +4.5% | -26.7% | +31.2% | +11.6% |
| 3M | +6.5% | -25.3% | +31.8% | +12.6% |
| 6M | +34.2% | -35.3% | +69.5% | +45.9% |
| YTD | +44.5% | -39.8% | +84.2% | +59.9% |
| 1Y | +44.7% | -39.2% | +83.9% | +64.9% |
| All | +44.7% | -37.3% | +82.0% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 1y: compounded portfolio wealth divided by compounded ONON 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…
1y analysis · Full analysis span regression · 6 months rolling