-27.4%
ON vs IYR
+29.8%
-57.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -2.2% | -0.4% | -1.8% | -1.9% |
| 30D | -12.4% | -2.5% | -9.9% | -10.7% |
| 3M | -41.2% | +1.5% | -42.7% | -43.1% |
| 6M | +25.0% | +3.9% | +21.1% | +17.9% |
| YTD | +31.3% | +9.5% | +21.7% | +17.5% |
| 1Y | +45.4% | +7.5% | +38.0% | +32.4% |
| 3Y | -27.4% | +30.8% | -58.2% | -45.6% |
| All | -27.4% | +29.8% | -57.2% | -45.6% |
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 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