+8.4%
IYR vs WOLF
+37.9%
-29.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.4% | +0.1% |
| 7D | +0.6% | +4.4% | -3.8% | +0.6% |
| 30D | +6.6% | +1.0% | +5.5% | +6.6% |
| 3M | -1.8% | -21.2% | +19.4% | -1.8% |
| 6M | +1.4% | -60.3% | +61.8% | +1.9% |
| YTD | +10.5% | +42.6% | -32.1% | +8.7% |
| 1Y | +10.6% | +36.5% | -25.9% | +8.7% |
| All | +8.4% | +37.9% | -29.6% | +6.3% |
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