+2,521.4%
PWR vs IYR
+69.7%
+2,451.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.4% | +4.6% |
| 7D | +4.2% | -1.4% | +5.6% | +5.3% |
| 30D | -4.0% | -2.7% | -1.4% | -2.2% |
| 3M | -4.8% | -2.1% | -2.6% | -4.0% |
| 6M | +14.6% | +3.6% | +11.0% | +10.6% |
| YTD | +54.2% | +8.1% | +46.1% | +44.0% |
| 1Y | +67.1% | +4.7% | +62.4% | +59.6% |
| 3Y | +218.5% | +29.1% | +189.3% | +155.1% |
| 5Y | +466.3% | +6.9% | +459.3% | +424.5% |
| All | +2,521.4% | +69.7% | +2,451.7% | +1,685.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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