+30.8%
IYR vs ONTO
+118.2%
-87.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.3% |
| 7D | -0.4% | +9.7% | -10.0% | -0.7% |
| 30D | -2.5% | -8.8% | +6.3% | -2.3% |
| 3M | +1.5% | +4.5% | -3.1% | +0.4% |
| 6M | +3.9% | +56.4% | -52.6% | +0.1% |
| YTD | +9.5% | +78.1% | -68.5% | +4.6% |
| 1Y | +7.5% | +171.3% | -163.8% | -0.2% |
| 3Y | +30.8% | +118.7% | -87.9% | +10.4% |
| All | +30.8% | +118.2% | -87.4% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling