+4.8%
IYR vs HWM
+655.8%
-651.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.7% | +10.6% | +2.3% |
| 7D | -0.4% | -9.2% | +8.8% | +1.6% |
| 30D | -2.5% | -17.9% | +15.3% | +1.6% |
| 3M | +1.5% | -6.0% | +7.5% | +2.1% |
| 6M | +3.9% | -7.4% | +11.2% | +4.5% |
| YTD | +9.5% | +13.1% | -3.6% | +4.5% |
| 1Y | +7.5% | +29.3% | -21.8% | -1.3% |
| 3Y | +30.8% | +389.9% | -359.1% | -24.4% |
| 5Y | +4.8% | +655.5% | -650.7% | -48.8% |
| All | +4.8% | +655.8% | -651.0% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling