+198.7%
IYR vs SW
+730.4%
-531.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | +2.8% | +4.7% | -1.9% | +2.5% |
| 30D | +7.3% | +5.0% | +2.3% | +7.0% |
| 3M | -2.0% | -7.3% | +5.3% | -1.7% |
| 6M | +1.5% | +15.0% | -13.4% | +0.6% |
| YTD | +10.5% | +18.5% | -8.0% | +9.2% |
| 1Y | +10.5% | +27.1% | -16.6% | +8.8% |
| 3Y | +37.4% | +49.3% | -11.9% | +33.8% |
| 5Y | +5.9% | -1.6% | +7.5% | +3.6% |
| 10Y | +85.0% | +185.4% | -100.4% | +73.1% |
| All | +198.7% | +730.4% | -531.7% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling