+572.1%
ON vs IYR
+68.4%
+503.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.2% |
| 7D | -4.7% | -2.8% | -1.9% | -1.9% |
| 30D | -13.5% | -2.5% | -11.0% | -11.3% |
| 3M | -36.3% | -3.0% | -33.4% | -35.5% |
| 6M | +17.8% | +1.6% | +16.1% | +13.3% |
| YTD | +29.6% | +7.3% | +22.3% | +17.6% |
| 1Y | +45.8% | +5.6% | +40.2% | +34.4% |
| 3Y | -28.3% | +28.1% | -56.5% | -46.6% |
| 5Y | +49.6% | +6.1% | +43.5% | +38.4% |
| All | +572.1% | +68.4% | +503.7% | +316.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling