+63.5%
IYR vs SW
+147.8%
-84.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -1.2% | -5.1% | +3.8% | -0.8% |
| 30D | -2.9% | -4.6% | +1.7% | -2.5% |
| 3M | +0.8% | +9.4% | -8.5% | -0.2% |
| 6M | +1.9% | +3.5% | -1.7% | +1.1% |
| YTD | +9.6% | +22.0% | -12.4% | +7.2% |
| 1Y | +8.1% | +2.2% | +5.9% | +7.1% |
| 3Y | +29.2% | +19.6% | +9.6% | +25.1% |
| 5Y | +4.3% | -2.3% | +6.6% | +0.6% |
| All | +63.5% | +147.8% | -84.2% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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