+65.6%
IYR vs BWA
+153.1%
-87.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -2.8% | -0.1% | -2.8% | -2.8% |
| 30D | -2.5% | -5.5% | +2.9% | -1.4% |
| 3M | -3.0% | -7.6% | +4.7% | -1.6% |
| 6M | +1.6% | +25.0% | -23.3% | -4.9% |
| YTD | +7.3% | +47.0% | -39.7% | -4.8% |
| 1Y | +5.6% | +54.0% | -48.4% | -7.7% |
| 3Y | +28.1% | +70.7% | -42.6% | +6.5% |
| 5Y | +6.1% | +86.7% | -80.6% | -15.9% |
| All | +65.6% | +153.1% | -87.4% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling