+87.7%
IYR vs HWM
+1,554.5%
-1,466.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.7% |
| 7D | -1.2% | +5.0% | -6.2% | -2.4% |
| 30D | +6.1% | +1.5% | +4.6% | +5.3% |
| 3M | +0.9% | -20.3% | +21.3% | +5.6% |
| 6M | +1.2% | -18.0% | +19.2% | +4.8% |
| YTD | +11.1% | +9.5% | +1.6% | +6.7% |
| 1Y | +9.0% | +7.5% | +1.5% | +5.1% |
| 3Y | +41.4% | +355.7% | -314.2% | -8.1% |
| 5Y | +6.7% | +610.2% | -603.6% | -38.7% |
| 10Y | +87.7% | +1,516.8% | -1,429.1% | -12.6% |
| All | +87.7% | +1,554.5% | -1,466.8% | -12.6% |
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