+40.1%
IJR vs ONTO
+246.7%
-206.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.2% |
| 7D | -2.3% | +6.5% | -8.8% | -3.6% |
| 30D | -4.7% | -15.9% | +11.2% | -1.7% |
| 3M | +2.1% | -0.2% | +2.3% | -0.6% |
| 6M | +13.9% | +38.7% | -24.9% | +2.0% |
| YTD | +18.2% | +70.4% | -52.1% | +0.5% |
| 1Y | +21.8% | +153.6% | -131.8% | -6.2% |
| 3Y | +52.2% | +109.2% | -57.0% | +9.5% |
| 5Y | +40.1% | +249.7% | -209.6% | -19.1% |
| All | +40.1% | +246.7% | -206.6% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 5y: compounded portfolio wealth divided by compounded ONTO 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…
5y analysis · Full analysis span regression · 6 months rolling