+22.4%
SHW vs IYR
+30.6%
-8.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -1.2% | -0.4% | -0.8% | -0.9% |
| 30D | -11.6% | -2.5% | -9.1% | -9.7% |
| 3M | +9.1% | +1.5% | +7.7% | +7.9% |
| 6M | -0.7% | +3.9% | -4.5% | -3.5% |
| YTD | +1.4% | +9.5% | -8.2% | -5.6% |
| 1Y | -12.3% | +7.5% | -19.7% | -17.1% |
| All | +22.4% | +30.6% | -8.2% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling