+99.4%
IJR vs ONTO
+695.7%
-596.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -2.0% |
| 7D | +0.9% | +9.7% | -8.7% | -1.5% |
| 30D | -3.1% | -8.8% | +5.7% | -1.5% |
| 3M | +4.4% | +4.5% | -0.1% | -0.5% |
| 6M | +16.1% | +56.4% | -40.3% | -2.4% |
| YTD | +20.6% | +78.1% | -57.5% | -3.1% |
| 1Y | +22.9% | +171.3% | -148.4% | -13.6% |
| 3Y | +55.2% | +118.7% | -63.5% | +1.4% |
| 5Y | +41.1% | +269.4% | -228.3% | -30.3% |
| All | +99.4% | +695.7% | -596.3% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling