+30.3%
IYR vs ONTO
+658.6%
-628.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -1.6% |
| 7D | -1.2% | -1.0% | -0.2% | -1.2% |
| 30D | -2.9% | -2.9% | 0.0% | -3.0% |
| 3M | +0.8% | -2.5% | +3.3% | -1.3% |
| 6M | +1.9% | +28.2% | -26.4% | -5.5% |
| YTD | +9.6% | +69.8% | -60.1% | -3.3% |
| 1Y | +8.1% | +162.9% | -154.8% | -12.5% |
| 3Y | +29.2% | +95.9% | -66.7% | -0.4% |
| 5Y | +4.3% | +244.5% | -240.2% | -35.1% |
| All | +30.3% | +658.6% | -628.3% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling