+54.8%
ON vs IYR
+8.4%
+46.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +2.4% | -1.2% | +3.7% | +2.5% |
| 30D | -3.3% | -2.9% | -0.4% | -3.2% |
| 3M | -43.6% | +0.8% | -44.4% | -44.9% |
| 6M | +19.0% | +1.9% | +17.1% | +13.5% |
| YTD | +37.4% | +9.6% | +27.7% | +24.5% |
| 1Y | +54.8% | +8.1% | +46.7% | +38.6% |
| All | +54.8% | +8.4% | +46.4% | +38.6% |
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