+6,294.4%
SHW vs IYR
+700.6%
+5,593.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.8% |
| 7D | -3.2% | -1.2% | -2.0% | -2.6% |
| 30D | -9.5% | -2.9% | -6.7% | -8.1% |
| 3M | +11.5% | +0.8% | +10.6% | +11.1% |
| 6M | -3.5% | +1.9% | -5.4% | -4.2% |
| YTD | +3.7% | +9.6% | -5.9% | -0.8% |
| 1Y | -7.9% | +8.1% | -16.0% | -11.3% |
| 3Y | +24.7% | +29.2% | -4.5% | +9.9% |
| 5Y | +13.6% | +4.3% | +9.3% | +11.4% |
| 10Y | +283.0% | +64.7% | +218.3% | +200.7% |
| All | +6,294.4% | +700.6% | +5,593.8% | +1,703.4% |
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