+66.9%
IYR vs NWSA
+149.4%
-82.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.4% | -2.8% | +1.4% | -0.4% |
| 30D | -2.7% | +3.0% | -5.7% | -3.7% |
| 3M | -2.1% | +12.3% | -14.4% | -6.2% |
| 6M | +3.6% | +21.9% | -18.3% | -3.7% |
| YTD | +8.1% | +13.6% | -5.4% | +2.6% |
| 1Y | +4.7% | +0.5% | +4.2% | +3.4% |
| 3Y | +29.1% | +43.8% | -14.6% | +11.4% |
| 5Y | +6.9% | +41.2% | -34.2% | -9.7% |
| All | +66.9% | +149.4% | -82.4% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling