+699.9%
IYR vs WCC
+3,461.6%
-2,761.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.7% |
| 7D | -0.4% | +8.5% | -8.9% | -2.4% |
| 30D | -2.5% | -1.0% | -1.5% | -2.5% |
| 3M | +1.5% | +2.1% | -0.7% | -0.1% |
| 6M | +3.9% | +36.8% | -33.0% | -5.7% |
| YTD | +9.5% | +47.7% | -38.2% | -2.9% |
| 1Y | +7.5% | +66.5% | -59.1% | -8.3% |
| 3Y | +30.8% | +134.2% | -103.4% | -2.9% |
| 5Y | +4.8% | +231.6% | -226.9% | -32.1% |
| 10Y | +64.3% | +508.1% | -443.8% | -19.6% |
| All | +699.9% | +3,461.6% | -2,761.7% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WCC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling