-23.3%
ONON vs IRM
+203.1%
-226.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.2% |
| 7D | -3.5% | +3.0% | -6.5% | -5.0% |
| 30D | -30.8% | -5.2% | -25.6% | -29.0% |
| 3M | -29.8% | -8.0% | -21.8% | -27.4% |
| 6M | -34.8% | +9.2% | -44.0% | -39.2% |
| YTD | -42.3% | +41.0% | -83.2% | -53.9% |
| 1Y | -39.5% | +23.3% | -62.8% | -48.6% |
| 3Y | -9.3% | +102.8% | -112.1% | -47.8% |
| All | -23.3% | +203.1% | -226.4% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling