+6.7%
IYR vs ONTO
+146.7%
-140.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.9% | -9.1% | -0.9% |
| 7D | -1.2% | +16.4% | -17.6% | -2.5% |
| 30D | +6.1% | -21.4% | +27.5% | +7.7% |
| 3M | +0.9% | -32.7% | +33.7% | +3.4% |
| 6M | +1.2% | -25.2% | +26.4% | +1.3% |
| YTD | +11.1% | +36.2% | -25.1% | +3.6% |
| 1Y | +9.0% | +61.2% | -52.2% | -0.4% |
| 3Y | +41.4% | +58.7% | -17.2% | +19.4% |
| 5Y | +6.7% | +143.6% | -137.0% | -22.8% |
| All | +6.7% | +146.7% | -140.0% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling