+116.8%
IBM vs ONON
-20.9%
+137.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -0.3% | -3.0% | +2.7% | -0.1% |
| 30D | +0.3% | -26.7% | +27.0% | +2.3% |
| 3M | -21.6% | -25.3% | +3.7% | -20.2% |
| 6M | -4.7% | -35.3% | +30.6% | -2.2% |
| YTD | -19.1% | -39.8% | +20.7% | -16.6% |
| 1Y | -2.5% | -39.2% | +36.7% | +0.2% |
| 3Y | +74.2% | -4.2% | +78.4% | +73.6% |
| All | +116.8% | -20.9% | +137.8% | +115.0% |
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 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