+169.1%
IYR vs WU
-19.6%
+188.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.3% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | -2.9% | -1.1% | -1.8% | -2.5% |
| 3M | +0.8% | -3.9% | +4.7% | +0.6% |
| 6M | +1.9% | -20.7% | +22.5% | +10.3% |
| YTD | +9.6% | -18.4% | +28.0% | +16.6% |
| 1Y | +8.1% | -8.1% | +16.1% | +7.4% |
| 3Y | +29.2% | -24.2% | +53.4% | +36.4% |
| 5Y | +4.3% | -50.4% | +54.7% | +31.1% |
| 10Y | +64.7% | -40.0% | +104.7% | +76.9% |
| All | +169.1% | -19.6% | +188.7% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling