+81.0%
IYR vs HWM
+1,494.1%
-1,413.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -1.2% | -2.1% | +0.9% | -0.9% |
| 30D | -2.9% | -11.0% | +8.1% | -0.3% |
| 3M | +0.8% | +4.0% | -3.2% | -0.6% |
| 6M | +1.9% | -0.2% | +2.1% | +1.1% |
| YTD | +9.6% | +26.7% | -17.0% | +2.5% |
| 1Y | +8.1% | +44.7% | -36.6% | -2.5% |
| 3Y | +29.2% | +426.1% | -396.9% | -18.1% |
| 5Y | +4.3% | +738.5% | -734.2% | -41.9% |
| All | +81.0% | +1,494.1% | -1,413.1% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling