+84.2%
IYR vs HWM
+1,230.5%
-1,146.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.5% | +0.4% |
| 7D | +2.3% | +1.6% | +0.7% | +1.7% |
| 30D | +7.4% | -3.9% | +11.3% | +7.9% |
| 3M | -0.7% | -23.2% | +22.5% | +4.8% |
| 6M | +1.6% | -20.0% | +21.6% | +5.9% |
| YTD | +11.6% | +5.7% | +5.9% | +8.1% |
| 1Y | +10.5% | +4.9% | +5.6% | +7.1% |
| 3Y | +43.4% | +347.0% | -303.6% | -6.2% |
| 5Y | +6.8% | +563.0% | -556.2% | -37.4% |
| 10Y | +86.0% | +1,579.2% | -1,493.2% | -11.8% |
| All | +84.2% | +1,230.5% | -1,146.3% | -12.9% |
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