+116.0%
IBM vs ONON
-24.2%
+140.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -0.3% | -5.3% | +5.0% | +0.1% |
| 30D | -1.8% | -13.1% | +11.3% | -0.9% |
| 3M | -13.5% | -29.3% | +15.9% | -11.6% |
| 6M | -5.1% | -34.5% | +29.4% | -2.7% |
| YTD | -19.4% | -42.2% | +22.8% | -16.7% |
| 1Y | -6.5% | -37.3% | +30.8% | -4.1% |
| 3Y | +73.8% | -9.3% | +83.1% | +73.9% |
| All | +116.0% | -24.2% | +140.2% | +114.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling