You can not add Sharepoint online page in an iframe because of the same origin policy that most of the sites on the internet adopted thisthese days. This is mainly for security reasons to avoid from web attacks like Clickjacking and XSS.
If you want to display the content of the sharepointSharePoint online intoin a different domain, thanthen try to use provider hosted app in windows azure or develop a Napa sharepointSharePoint hosted app whichthat can make cross domain-domain requests in REST or ajax