-28.3%
ON vs IJR
+51.3%
-79.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | +0.2% |
| 7D | -4.7% | -2.3% | -2.4% | -1.3% |
| 30D | -13.5% | -4.7% | -8.8% | -7.0% |
| 3M | -36.3% | +2.1% | -38.4% | -38.1% |
| 6M | +17.8% | +13.9% | +3.9% | -1.1% |
| YTD | +29.6% | +18.2% | +11.4% | +3.2% |
| 1Y | +45.8% | +21.8% | +24.0% | +11.7% |
| All | -28.3% | +51.3% | -79.5% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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