+83.6%
IYR vs HWM
+1,487.1%
-1,403.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +0.6% | +7.3% | -6.7% | -1.1% |
| 30D | +6.6% | +1.6% | +5.0% | +5.7% |
| 3M | -1.8% | -21.9% | +20.0% | +3.2% |
| 6M | +1.4% | -19.0% | +20.5% | +5.4% |
| YTD | +10.5% | +7.9% | +2.6% | +6.5% |
| 1Y | +10.6% | +9.9% | +0.7% | +6.0% |
| 3Y | +41.8% | +342.1% | -300.3% | -7.1% |
| 5Y | +6.0% | +600.8% | -594.7% | -38.9% |
| All | +83.6% | +1,487.1% | -1,403.5% | -14.1% |
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