+10.4%
IYR vs WM
+20.0%
-9.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | +2.0% | +1.2% | +0.8% | +1.7% |
| 30D | +8.2% | +13.1% | -4.8% | +5.3% |
| 3M | -1.7% | +3.6% | -5.4% | -2.6% |
| 6M | -0.4% | +8.1% | -8.5% | -2.0% |
| YTD | +9.9% | +8.9% | +1.0% | +6.9% |
| 1Y | +10.4% | +20.3% | -9.9% | +5.1% |
| All | +10.4% | +20.0% | -9.6% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling