+246.4%
ON vs IYR
+711.5%
-465.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.4% |
| 3M | -9.2% | +0.9% | -10.2% | -10.0% |
| 6M | -31.4% | +1.2% | -32.5% | -33.0% |
| YTD | +36.0% | +11.1% | +24.8% | +23.7% |
| 1Y | +52.0% | +9.0% | +43.0% | +40.4% |
| 3Y | +9.3% | +41.4% | -32.2% | -16.8% |
| 5Y | +26.5% | +6.7% | +19.8% | +21.1% |
| 10Y | +556.1% | +87.7% | +468.5% | +335.2% |
| All | +246.4% | +711.5% | -465.0% | -45.0% |
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