+6.5%
IYR vs ONON
-24.2%
+30.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -0.9% | -3.5% | +2.5% | -0.5% |
| 30D | -2.4% | -30.8% | +28.4% | +1.5% |
| 3M | -2.0% | -29.8% | +27.8% | +1.6% |
| 6M | +2.5% | -34.8% | +37.3% | +6.8% |
| YTD | +8.3% | -42.3% | +50.6% | +14.3% |
| 1Y | +6.5% | -39.5% | +46.0% | +11.3% |
| 3Y | +29.3% | -9.3% | +38.6% | +25.0% |
| All | +6.5% | -24.2% | +30.7% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling