+508.7%
IBKR vs ONON
-22.6%
+531.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.8% |
| 7D | -1.3% | -2.1% | +0.7% | -0.9% |
| 30D | -0.2% | -11.6% | +11.4% | +2.1% |
| 3M | +3.0% | -30.1% | +33.0% | +9.4% |
| 6M | +33.9% | -30.5% | +64.4% | +41.8% |
| YTD | +42.5% | -41.0% | +83.5% | +55.7% |
| 1Y | +44.9% | -36.7% | +81.6% | +55.5% |
| 3Y | +293.0% | -8.6% | +301.6% | +288.3% |
| All | +508.7% | -22.6% | +531.3% | +465.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling