+10.6%
IYR vs HWM
+7.5%
+3.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +0.6% | +7.3% | -6.7% | 0.0% |
| 30D | +6.6% | +1.6% | +5.0% | +6.2% |
| 3M | -1.8% | -21.9% | +20.0% | +0.2% |
| 6M | +1.4% | -19.0% | +20.5% | +2.8% |
| YTD | +10.5% | +7.9% | +2.6% | +8.0% |
| 1Y | +10.6% | +9.9% | +0.7% | +8.5% |
| All | +10.6% | +7.5% | +3.1% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling