+548.2%
IYR vs WTW
+1,101.3%
-553.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.2% |
| 7D | -2.8% | -7.8% | +5.0% | +0.7% |
| 30D | -2.5% | -7.9% | +5.3% | +0.9% |
| 3M | -3.0% | +19.9% | -22.9% | -11.1% |
| 6M | +1.6% | +9.8% | -8.2% | -4.0% |
| YTD | +7.3% | -3.3% | +10.6% | +6.4% |
| 1Y | +5.6% | -3.3% | +8.9% | +4.5% |
| 3Y | +28.1% | +61.5% | -33.4% | -2.1% |
| 5Y | +6.1% | +42.6% | -36.5% | -15.0% |
| 10Y | +67.7% | +197.1% | -129.4% | -8.8% |
| All | +548.2% | +1,101.3% | -553.1% | +140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling