+59.8%
ON vs IJR
+39.9%
+19.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +7.7% |
| 7D | +2.4% | -2.2% | +4.5% | +6.0% |
| 30D | -8.6% | -4.6% | -4.0% | -1.6% |
| 3M | -34.3% | +0.2% | -34.6% | -34.4% |
| 6M | +28.5% | +14.7% | +13.8% | +5.7% |
| YTD | +40.6% | +18.9% | +21.8% | +9.6% |
| 1Y | +55.3% | +19.9% | +35.4% | +20.0% |
| 3Y | -22.2% | +53.0% | -75.2% | -58.3% |
| All | +59.8% | +39.9% | +19.9% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling