+78.8%
IYR vs HWM
+1,330.2%
-1,251.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.9% | -8.0% | +7.1% | +0.9% |
| 30D | -2.4% | -18.0% | +15.6% | +1.9% |
| 3M | -2.0% | -9.5% | +7.5% | -0.4% |
| 6M | +2.5% | -8.4% | +10.9% | +3.5% |
| YTD | +8.3% | +13.6% | -5.3% | +3.6% |
| 1Y | +6.5% | +30.2% | -23.8% | -1.7% |
| 3Y | +29.3% | +392.2% | -362.9% | -17.0% |
| 5Y | +5.7% | +645.2% | -639.5% | -39.6% |
| All | +78.8% | +1,330.2% | -1,251.4% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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