+112.3%
IYR vs W
+176.2%
-63.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.9% |
| 7D | -1.2% | -4.2% | +2.9% | -0.9% |
| 30D | -2.9% | -7.6% | +4.7% | -2.2% |
| 3M | +0.8% | +37.2% | -36.3% | -2.9% |
| 6M | +1.9% | +26.3% | -24.5% | -1.6% |
| YTD | +9.6% | -1.0% | +10.6% | +7.8% |
| 1Y | +8.1% | +20.1% | -12.0% | +3.7% |
| 3Y | +29.2% | +37.8% | -8.6% | +17.2% |
| 5Y | +4.3% | -63.7% | +67.9% | -1.9% |
| 10Y | +64.7% | +156.3% | -91.6% | +18.8% |
| All | +112.3% | +176.2% | -63.9% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling