+6,619.7%
SHW vs IYR
+707.1%
+5,912.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.9% | +0.6% | +1.3% | +1.6% |
| 30D | +8.1% | +6.6% | +1.5% | +4.8% |
| 3M | -2.8% | -1.8% | -1.0% | -1.7% |
| 6M | +15.0% | +1.4% | +13.6% | +14.5% |
| YTD | +9.0% | +10.5% | -1.5% | +4.0% |
| 1Y | +4.5% | +10.6% | -6.2% | -0.4% |
| 3Y | +41.9% | +41.8% | 0.0% | +19.6% |
| 5Y | +10.7% | +6.0% | +4.7% | +7.9% |
| 10Y | +340.4% | +86.7% | +253.7% | +227.8% |
| All | +6,619.7% | +707.1% | +5,912.6% | +1,790.6% |
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