+523.3%
ON vs IYR
+87.3%
+436.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +12.2% | +0.6% | +11.7% | +11.7% |
| 30D | -3.1% | +6.6% | -9.7% | -9.4% |
| 3M | -12.9% | -1.8% | -11.1% | -11.4% |
| 6M | -38.6% | +1.4% | -40.0% | -40.9% |
| YTD | +31.2% | +10.5% | +20.7% | +15.3% |
| 1Y | +47.6% | +10.6% | +37.0% | +29.5% |
| 3Y | +6.6% | +41.8% | -35.2% | -28.9% |
| 5Y | +21.3% | +6.0% | +15.2% | +12.2% |
| All | +523.3% | +87.3% | +436.0% | +250.2% |
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