+690.9%
IYR vs GWW
+6,017.6%
-5,326.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | -2.4% | -1.4% | -0.9% | -1.8% |
| 3M | -2.0% | -3.6% | +1.6% | -0.8% |
| 6M | +2.5% | +15.1% | -12.6% | -4.3% |
| YTD | +8.3% | +27.5% | -19.2% | -3.7% |
| 1Y | +6.5% | +29.6% | -23.2% | -6.2% |
| 3Y | +29.3% | +90.1% | -60.7% | -5.9% |
| 5Y | +5.7% | +222.6% | -216.9% | -40.6% |
| 10Y | +69.2% | +566.5% | -497.3% | -38.0% |
| All | +690.9% | +6,017.6% | -5,326.6% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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