+66.9%
IYR vs WTW
+198.0%
-131.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.4% | -5.7% | +4.4% | +0.9% |
| 30D | -2.7% | -7.3% | +4.6% | +0.1% |
| 3M | -2.1% | +21.5% | -23.6% | -9.9% |
| 6M | +3.6% | +9.6% | -6.0% | -1.4% |
| YTD | +8.1% | -3.3% | +11.4% | +7.6% |
| 1Y | +4.7% | -6.1% | +10.9% | +5.4% |
| 3Y | +29.1% | +61.8% | -32.7% | -0.5% |
| 5Y | +6.9% | +42.7% | -35.7% | -13.7% |
| All | +66.9% | +198.0% | -131.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling