+29.3%
IYR vs WU
-28.6%
+58.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.0% |
| 7D | -0.9% | -4.9% | +4.0% | -0.1% |
| 30D | -2.4% | -1.3% | -1.1% | -2.2% |
| 3M | -2.0% | -3.6% | +1.6% | -2.1% |
| 6M | +2.5% | -24.3% | +26.8% | +7.3% |
| YTD | +8.3% | -21.1% | +29.4% | +12.1% |
| 1Y | +6.5% | -10.3% | +16.8% | +6.3% |
| All | +29.3% | -28.6% | +58.0% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling