+131.3%
IYR vs NWSA
+121.1%
+10.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.4% | -2.8% | +1.4% | -0.5% |
| 30D | -2.7% | +3.0% | -5.7% | -3.6% |
| 3M | -2.1% | +12.3% | -14.4% | -5.9% |
| 6M | +3.6% | +21.9% | -18.3% | -3.2% |
| YTD | +8.1% | +13.6% | -5.4% | +3.0% |
| 1Y | +4.7% | +0.5% | +4.2% | +3.5% |
| 3Y | +29.1% | +43.8% | -14.6% | +12.7% |
| 5Y | +6.9% | +41.2% | -34.2% | -8.3% |
| 10Y | +69.0% | +148.6% | -79.6% | +12.8% |
| All | +131.3% | +121.1% | +10.2% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling