+66.9%
IYR vs WY
+7.6%
+59.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -1.4% | -4.2% | +2.8% | +0.6% |
| 30D | -2.7% | -10.1% | +7.4% | +2.2% |
| 3M | -2.1% | -8.5% | +6.4% | +1.4% |
| 6M | +3.6% | -3.3% | +6.9% | +4.4% |
| YTD | +8.1% | -4.4% | +12.5% | +9.0% |
| 1Y | +4.7% | -11.5% | +16.2% | +9.2% |
| 3Y | +29.1% | -24.3% | +53.4% | +43.3% |
| 5Y | +6.9% | -21.3% | +28.2% | +15.2% |
| All | +66.9% | +7.6% | +59.4% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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