-21.7%
ONON vs IRM
+203.0%
-224.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.0% |
| 7D | -2.1% | -1.4% | -0.6% | -1.3% |
| 30D | -11.6% | -7.4% | -4.2% | -8.2% |
| 3M | -30.1% | -7.4% | -22.7% | -28.0% |
| 6M | -30.5% | +8.7% | -39.2% | -35.0% |
| YTD | -41.0% | +40.9% | -82.0% | -52.9% |
| 1Y | -36.7% | +20.5% | -57.2% | -45.4% |
| 3Y | -8.6% | +101.7% | -110.3% | -47.2% |
| All | -21.7% | +203.0% | -224.7% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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