+250.0%
ON vs IYR
+700.6%
-450.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.5% |
| 7D | +2.4% | -1.2% | +3.7% | +3.4% |
| 30D | -3.3% | -2.9% | -0.4% | -1.3% |
| 3M | -43.6% | +0.8% | -44.4% | -44.7% |
| 6M | +19.0% | +1.9% | +17.1% | +15.8% |
| YTD | +37.4% | +9.6% | +27.7% | +26.3% |
| 1Y | +54.8% | +8.1% | +46.7% | +43.8% |
| 3Y | -25.2% | +29.2% | -54.4% | -39.0% |
| 5Y | +62.7% | +4.3% | +58.4% | +58.3% |
| 10Y | +574.3% | +64.7% | +509.6% | +388.8% |
| All | +250.0% | +700.6% | -450.6% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling