-20.0%
ONON vs IBB
+25.9%
-45.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.4% |
| 7D | -3.0% | +1.4% | -4.4% | -4.4% |
| 30D | -26.7% | +10.5% | -37.2% | -34.4% |
| 3M | -25.3% | +23.6% | -48.9% | -41.2% |
| 6M | -35.3% | +22.6% | -57.9% | -48.9% |
| YTD | -39.8% | +25.7% | -65.5% | -54.1% |
| 1Y | -39.2% | +51.4% | -90.6% | -63.1% |
| 3Y | -4.2% | +64.4% | -68.6% | -49.5% |
| All | -20.0% | +25.9% | -45.9% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling