-10.5%
ONON vs IAG
+796.9%
-807.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.4% |
| 7D | -5.3% | -4.1% | -1.3% | -4.7% |
| 30D | -13.1% | +10.6% | -23.8% | -14.8% |
| 3M | -29.3% | +35.4% | -64.7% | -33.3% |
| 6M | -34.5% | -9.5% | -25.0% | -34.4% |
| YTD | -42.2% | +21.8% | -64.1% | -45.5% |
| 1Y | -37.3% | +84.1% | -121.5% | -45.6% |
| All | -10.5% | +796.9% | -807.3% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling