+699.9%
IYR vs AON
+1,193.5%
-493.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.8% |
| 7D | -0.4% | -3.2% | +2.8% | +0.8% |
| 30D | -2.5% | -11.9% | +9.3% | +1.9% |
| 3M | +1.5% | -2.9% | +4.3% | +2.0% |
| 6M | +3.9% | -6.8% | +10.7% | +5.6% |
| YTD | +9.5% | -10.1% | +19.6% | +12.4% |
| 1Y | +7.5% | -14.2% | +21.7% | +12.1% |
| 3Y | +30.8% | -3.3% | +34.0% | +28.6% |
| 5Y | +4.8% | +13.6% | -8.8% | -4.0% |
| 10Y | +64.3% | +209.2% | -144.8% | +1.7% |
| All | +699.9% | +1,193.5% | -493.7% | +221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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