+66.9%
IYR vs WU
-39.1%
+106.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -1.4% | -3.5% | +2.1% | -0.3% |
| 30D | -2.7% | -2.9% | +0.3% | -1.8% |
| 3M | -2.1% | -2.3% | +0.1% | -2.8% |
| 6M | +3.6% | -25.4% | +29.0% | +12.3% |
| YTD | +8.1% | -21.2% | +29.3% | +14.6% |
| 1Y | +4.7% | -8.9% | +13.6% | +4.5% |
| 3Y | +29.1% | -29.0% | +58.1% | +38.3% |
| 5Y | +6.9% | -50.7% | +57.7% | +29.4% |
| All | +66.9% | -39.1% | +106.0% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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