+29.0%
ONON vs IBB
+89.8%
-60.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.1% | -6.5% | -6.9% |
| 7D | -4.9% | +0.8% | -5.7% | -5.3% |
| 30D | -1.1% | +5.2% | -6.3% | -4.1% |
| 3M | -10.5% | +8.6% | -19.1% | -15.3% |
| 6M | -1.5% | +27.8% | -29.4% | -16.8% |
| YTD | -25.3% | +28.8% | -54.1% | -37.5% |
| 1Y | -0.7% | +36.4% | -37.1% | -20.6% |
| 3Y | +29.0% | +89.3% | -60.3% | -15.4% |
| All | +29.0% | +89.8% | -60.8% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling