+6.7%
IYR vs BBWI
-67.2%
+73.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -1.2% | -7.7% | +6.5% | -0.1% |
| 30D | +6.1% | +24.8% | -18.7% | +2.8% |
| 3M | +0.9% | +16.2% | -15.3% | -1.7% |
| 6M | +1.2% | +15.8% | -14.7% | -1.9% |
| YTD | +11.1% | +11.4% | -0.3% | +7.5% |
| 1Y | +9.0% | +3.2% | +5.8% | +5.8% |
| 3Y | +41.4% | -23.5% | +64.9% | +38.5% |
| 5Y | +6.7% | -67.4% | +74.1% | +22.0% |
| All | +6.7% | -67.2% | +73.8% | +22.0% |
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