+707.3%
IYR vs WM
+2,396.2%
-1,688.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.3% |
| 7D | +2.8% | +4.5% | -1.7% | +0.5% |
| 30D | +7.3% | +16.1% | -8.7% | -0.7% |
| 3M | -2.0% | +8.0% | -10.1% | -6.1% |
| 6M | +1.5% | +8.4% | -6.9% | -3.2% |
| YTD | +10.5% | +11.2% | -0.7% | +3.6% |
| 1Y | +10.5% | +22.3% | -11.8% | -1.5% |
| 3Y | +37.4% | +50.2% | -12.8% | +8.3% |
| 5Y | +5.9% | +63.3% | -57.4% | -20.9% |
| 10Y | +85.0% | +355.0% | -270.1% | -17.7% |
| All | +707.3% | +2,396.2% | -1,688.9% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling