-20.0%
ONON vs IBN
+62.6%
-82.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.8% |
| 7D | -3.0% | +1.4% | -4.4% | -3.9% |
| 30D | -26.7% | -0.3% | -26.4% | -26.6% |
| 3M | -25.3% | +17.1% | -42.4% | -33.2% |
| 6M | -35.3% | +3.4% | -38.6% | -36.9% |
| YTD | -39.8% | +2.5% | -42.3% | -41.2% |
| 1Y | -39.2% | -4.2% | -35.1% | -38.2% |
| 3Y | -4.2% | +32.4% | -36.6% | -27.2% |
| All | -20.0% | +62.6% | -82.7% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling