+5.7%
IYR vs BBWI
-68.8%
+74.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | -0.2% |
| 7D | -0.9% | -4.4% | +3.5% | -0.3% |
| 30D | -2.4% | -7.4% | +5.0% | -1.5% |
| 3M | -2.0% | -2.2% | +0.2% | -2.3% |
| 6M | +2.5% | -16.3% | +18.8% | +4.0% |
| YTD | +8.3% | -9.1% | +17.4% | +8.1% |
| 1Y | +6.5% | -34.5% | +41.0% | +11.1% |
| 3Y | +29.3% | -47.0% | +76.3% | +34.5% |
| 5Y | +5.7% | -68.8% | +74.5% | +19.2% |
| All | +5.7% | -68.8% | +74.5% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling