+6.5%
IYR vs BWA
+87.2%
-80.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | -1.4% | -1.3% | 0.0% | -1.1% |
| 30D | -2.7% | -2.9% | +0.3% | -2.2% |
| 3M | -2.1% | -10.7% | +8.6% | 0.0% |
| 6M | +3.6% | +26.5% | -22.9% | -2.9% |
| YTD | +8.1% | +49.1% | -41.0% | -4.1% |
| 1Y | +4.7% | +52.1% | -47.3% | -7.9% |
| 3Y | +29.1% | +72.6% | -43.4% | +7.2% |
| All | +6.5% | +87.2% | -80.7% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling