-23.3%
ONON vs IBB
+22.1%
-45.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.7% |
| 7D | -3.5% | -3.9% | +0.4% | +0.5% |
| 30D | -30.8% | +2.7% | -33.5% | -33.1% |
| 3M | -29.8% | +21.4% | -51.2% | -43.8% |
| 6M | -34.8% | +20.1% | -54.9% | -47.4% |
| YTD | -42.3% | +21.9% | -64.1% | -54.6% |
| 1Y | -39.5% | +44.1% | -83.7% | -61.3% |
| 3Y | -9.3% | +63.4% | -72.7% | -52.4% |
| All | -23.3% | +22.1% | -45.4% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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