+949.3%
PWR vs IYR
+700.6%
+248.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.2% |
| 7D | +3.6% | -1.2% | +4.8% | +4.6% |
| 30D | -8.6% | -2.9% | -5.7% | -6.7% |
| 3M | -13.2% | +0.8% | -14.0% | -14.5% |
| 6M | +9.9% | +1.9% | +8.0% | +7.5% |
| YTD | +48.0% | +9.6% | +38.4% | +37.0% |
| 1Y | +66.2% | +8.1% | +58.1% | +55.1% |
| 3Y | +195.1% | +29.2% | +165.9% | +138.5% |
| 5Y | +442.6% | +4.3% | +438.3% | +413.6% |
| 10Y | +2,334.2% | +64.7% | +2,269.5% | +1,504.3% |
| All | +949.3% | +700.6% | +248.7% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling