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 these days. This is mainly for security reasons to avoid web attacks like Clickjacking and XSS.

If you want to display the content of the SharePoint online in a different domain, then try to use provider hosted app in windows azure or develop a Napa SharePoint hosted app that can make cross-domain requests in REST or ajax