+47.6%
ON vs IYR
+12.4%
+35.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -1.6% |
| 7D | -5.8% | +6.9% | -12.7% | -5.3% |
| 30D | -17.1% | +10.2% | -27.3% | -16.6% |
| 3M | -11.8% | -0.3% | -11.5% | -11.9% |
| 6M | -30.2% | +3.6% | -33.8% | -31.6% |
| YTD | +31.6% | +12.5% | +19.1% | +20.3% |
| 1Y | +47.6% | +12.4% | +35.1% | +35.0% |
| All | +47.6% | +12.4% | +35.2% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling