+67.2%
IYR vs W
+162.6%
-95.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.9% | +5.9% | -6.8% | -1.5% |
| 30D | -2.4% | -3.0% | +0.7% | -2.1% |
| 3M | -2.0% | +40.3% | -42.4% | -6.1% |
| 6M | +2.5% | +32.2% | -29.7% | -1.7% |
| YTD | +8.3% | -0.3% | +8.6% | +6.3% |
| 1Y | +6.5% | +16.2% | -9.7% | +2.2% |
| 3Y | +29.3% | +40.7% | -11.4% | +16.1% |
| 5Y | +5.7% | -62.3% | +68.0% | -1.1% |
| All | +67.2% | +162.6% | -95.4% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling