+24.2%
IJR vs ONON
+8.5%
+15.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +0.7% |
| 7D | +2.3% | +20.9% | -18.6% | +0.2% |
| 30D | +2.8% | +21.1% | -18.3% | +0.6% |
| 3M | -4.6% | +2.7% | -7.3% | -5.4% |
| 6M | +5.7% | +12.6% | -7.0% | +3.1% |
| YTD | +19.9% | -16.9% | +36.8% | +20.9% |
| 1Y | +24.2% | +6.7% | +17.5% | +24.3% |
| All | +24.2% | +8.5% | +15.7% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 1y: compounded portfolio wealth divided by compounded ONON 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…
1y analysis · Full analysis span regression · 6 months rolling