+702.4%
IYR vs WM
+2,344.4%
-1,642.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.5% |
| 7D | +2.0% | +1.2% | +0.8% | +1.3% |
| 30D | +8.2% | +13.1% | -4.8% | +1.5% |
| 3M | -1.7% | +3.6% | -5.4% | -3.8% |
| 6M | -0.4% | +8.1% | -8.5% | -4.9% |
| YTD | +9.9% | +8.9% | +1.0% | +4.0% |
| 1Y | +10.4% | +20.3% | -9.9% | -0.8% |
| 3Y | +38.4% | +46.2% | -7.7% | +10.6% |
| 5Y | +5.2% | +59.9% | -54.7% | -20.5% |
| 10Y | +83.8% | +345.6% | -261.7% | -17.3% |
| All | +702.4% | +2,344.4% | -1,642.0% | +114.6% |
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