+294.9%
ON vs IJR
+1,143.6%
-848.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.4% |
| 7D | -2.2% | +0.9% | -3.1% | -3.3% |
| 30D | -12.4% | -3.1% | -9.3% | -8.6% |
| 3M | -41.2% | +4.4% | -45.6% | -44.3% |
| 6M | +25.0% | +16.1% | +8.9% | +4.1% |
| YTD | +31.3% | +20.6% | +10.7% | +4.2% |
| 1Y | +45.4% | +22.9% | +22.6% | +13.2% |
| 3Y | -27.4% | +55.2% | -82.6% | -57.2% |
| 5Y | +58.5% | +41.1% | +17.4% | +12.0% |
| 10Y | +561.8% | +167.0% | +394.9% | +122.6% |
| All | +294.9% | +1,143.6% | -848.7% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling