+5.2%
IYR vs WOLF
+39.8%
-34.6%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.7% | +6.8% | -1.0% |
| 7D | -2.8% | -6.2% | +3.4% | -2.8% |
| 30D | -2.5% | -16.5% | +14.0% | -2.6% |
| 3M | -3.0% | -42.0% | +39.1% | -2.9% |
| 6M | +1.6% | +51.8% | -50.2% | -0.2% |
| YTD | +7.3% | +44.6% | -37.3% | +5.5% |
| All | +5.2% | +39.8% | -34.6% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 5y: compounded portfolio wealth divided by compounded WOLF 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…
5y analysis · Full analysis span regression · 6 months rolling