+42.6%
IYR vs BBWI
-22.8%
+65.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -1.2% | -7.7% | +6.5% | -0.4% |
| 30D | +6.1% | +24.8% | -18.7% | +3.6% |
| 3M | +0.9% | +16.2% | -15.3% | -1.0% |
| 6M | +1.2% | +15.8% | -14.7% | -1.1% |
| YTD | +11.1% | +11.4% | -0.3% | +8.5% |
| 1Y | +9.0% | +3.2% | +5.8% | +6.9% |
| All | +42.6% | -22.8% | +65.4% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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