+196.2%
IYR vs SW
+755.0%
-558.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -1.2% | -5.1% | +3.8% | -1.0% |
| 30D | -2.9% | -4.6% | +1.7% | -2.6% |
| 3M | +0.8% | +9.4% | -8.5% | +0.2% |
| 6M | +1.9% | +3.5% | -1.7% | +1.4% |
| YTD | +9.6% | +22.0% | -12.4% | +8.2% |
| 1Y | +8.1% | +2.2% | +5.9% | +7.5% |
| 3Y | +29.2% | +19.6% | +9.6% | +26.8% |
| 5Y | +4.3% | -2.3% | +6.6% | +2.1% |
| 10Y | +64.7% | +181.4% | -116.7% | +54.0% |
| All | +196.2% | +755.0% | -558.8% | +171.7% |
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