+65.6%
IYR vs W
+155.6%
-90.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | -0.7% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | -2.5% | -5.6% | +3.0% | -2.1% |
| 3M | -3.0% | +41.9% | -44.9% | -7.1% |
| 6M | +1.6% | +30.2% | -28.6% | -2.4% |
| YTD | +7.3% | -2.9% | +10.2% | +5.6% |
| 1Y | +5.6% | +11.6% | -6.0% | +1.8% |
| 3Y | +28.1% | +37.0% | -8.8% | +15.3% |
| 5Y | +6.1% | -62.8% | +68.9% | -0.5% |
| All | +65.6% | +155.6% | -90.0% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded W 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling