-16.7%
IBM vs ONON
-20.5%
+3.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | +1.6% | -10.0% | +11.6% | +2.7% |
| 30D | +9.2% | -5.3% | +14.5% | +9.8% |
| 3M | +4.9% | +6.5% | -1.5% | +4.0% |
| 6M | +16.8% | -5.0% | +21.7% | +16.2% |
| YTD | -14.3% | -27.6% | +13.4% | -9.3% |
| 1Y | -16.7% | -20.7% | +4.0% | -11.0% |
| All | -16.7% | -20.5% | +3.8% | -11.0% |
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