-21.7%
ONON vs IBN
+57.8%
-79.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +0.8% |
| 7D | -2.1% | -3.0% | +0.9% | 0.0% |
| 30D | -11.6% | -1.5% | -10.1% | -10.8% |
| 3M | -30.1% | +7.9% | -38.0% | -33.8% |
| 6M | -30.5% | +8.6% | -39.1% | -34.5% |
| YTD | -41.0% | -0.6% | -40.5% | -41.1% |
| 1Y | -36.7% | -7.3% | -29.4% | -34.1% |
| 3Y | -8.6% | +26.2% | -34.8% | -27.8% |
| All | -21.7% | +57.8% | -79.4% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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