-22.1%
ONON vs IAG
+745.0%
-767.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.3% |
| 7D | -1.7% | +4.3% | -5.9% | -2.4% |
| 30D | -27.4% | +9.8% | -37.1% | -28.7% |
| 3M | -26.5% | +28.9% | -55.4% | -30.3% |
| 6M | -34.2% | -7.6% | -26.6% | -34.3% |
| YTD | -41.3% | +22.0% | -63.3% | -44.9% |
| 1Y | -39.7% | +99.5% | -139.2% | -48.7% |
| 3Y | -7.8% | +818.3% | -826.1% | -44.7% |
| All | -22.1% | +745.0% | -767.0% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling