+10.5%
ON vs IYR
+42.5%
-32.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.9% |
| 7D | +3.3% | -1.2% | +4.5% | +4.5% |
| 30D | -3.1% | +6.1% | -9.2% | -7.5% |
| 3M | -9.2% | +0.9% | -10.2% | -9.9% |
| 6M | -31.4% | +1.2% | -32.5% | -33.3% |
| YTD | +36.0% | +11.1% | +24.8% | +20.1% |
| 1Y | +52.0% | +9.0% | +43.0% | +36.9% |
| All | +10.5% | +42.5% | -32.0% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling