+164.2%
IYR vs GWRE
+736.4%
-572.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -2.8% | -30.9% | +28.1% | +2.7% |
| 30D | -2.5% | -20.7% | +18.2% | +0.6% |
| 3M | -3.0% | +20.2% | -23.1% | -7.1% |
| 6M | +1.6% | -11.9% | +13.5% | +1.3% |
| YTD | +7.3% | -30.3% | +37.6% | +11.1% |
| 1Y | +5.6% | -44.6% | +50.3% | +14.0% |
| 3Y | +28.1% | +48.8% | -20.7% | +10.9% |
| 5Y | +6.1% | +14.8% | -8.7% | -6.0% |
| 10Y | +67.7% | +128.1% | -60.4% | +32.1% |
| All | +164.2% | +736.4% | -572.2% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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