+234.4%
ON vs IYR
+707.1%
-472.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +12.2% | +0.6% | +11.7% | +11.8% |
| 30D | -3.1% | +6.6% | -9.7% | -7.8% |
| 3M | -12.9% | -1.8% | -11.1% | -11.8% |
| 6M | -38.6% | +1.4% | -40.0% | -40.2% |
| YTD | +31.2% | +10.5% | +20.7% | +19.8% |
| 1Y | +47.6% | +10.6% | +37.0% | +34.7% |
| 3Y | +6.6% | +41.8% | -35.2% | -19.0% |
| 5Y | +21.3% | +6.0% | +15.2% | +16.6% |
| 10Y | +533.3% | +86.7% | +446.7% | +321.7% |
| All | +234.4% | +707.1% | -472.7% | -46.7% |
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