-23.3%
ONON vs IBN
+54.9%
-78.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -5.3% | -5.5% | +0.1% | -1.5% |
| 30D | -13.1% | -3.4% | -9.7% | -11.1% |
| 3M | -29.3% | +8.7% | -38.0% | -33.4% |
| 6M | -34.5% | +3.7% | -38.3% | -36.3% |
| YTD | -42.2% | -2.4% | -39.9% | -41.6% |
| 1Y | -37.3% | -8.1% | -29.3% | -34.4% |
| 3Y | -9.3% | +26.3% | -35.6% | -28.7% |
| All | -23.3% | +54.9% | -78.1% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling