+28.5%
IYR vs ONTO
+696.1%
-667.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.1% |
| 7D | -1.4% | +4.9% | -6.3% | -2.0% |
| 30D | -2.7% | -16.6% | +14.0% | -0.5% |
| 3M | -2.1% | -7.3% | +5.2% | -3.1% |
| 6M | +3.6% | +45.9% | -42.3% | -5.7% |
| YTD | +8.1% | +78.2% | -70.0% | -5.3% |
| 1Y | +4.7% | +159.8% | -155.1% | -14.9% |
| 3Y | +29.1% | +123.4% | -94.3% | -3.1% |
| 5Y | +6.9% | +265.8% | -258.9% | -34.1% |
| All | +28.5% | +696.1% | -667.6% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling