+43.4%
IYR vs HWM
+348.7%
-305.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.5% | +0.9% |
| 7D | +2.3% | +1.6% | +0.7% | +2.0% |
| 30D | +7.4% | -3.9% | +11.3% | +7.7% |
| 3M | -0.7% | -23.2% | +22.5% | +2.3% |
| 6M | +1.6% | -20.0% | +21.6% | +3.9% |
| YTD | +11.6% | +5.7% | +5.9% | +9.3% |
| 1Y | +10.5% | +4.9% | +5.6% | +8.3% |
| 3Y | +43.4% | +347.0% | -303.6% | +11.0% |
| All | +43.4% | +348.7% | -305.4% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling