-10.4%
SHW vs IYR
+5.4%
-15.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.1% |
| 7D | -4.5% | -2.8% | -1.6% | -1.8% |
| 30D | -12.7% | -2.5% | -10.2% | -10.5% |
| 3M | +4.7% | -3.0% | +7.6% | +7.8% |
| 6M | -3.4% | +1.6% | -5.1% | -4.6% |
| YTD | -1.3% | +7.3% | -8.6% | -5.8% |
| 1Y | -10.4% | +5.6% | -16.0% | -15.3% |
| All | -10.4% | +5.4% | -15.7% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling