+699.9%
IYR vs WY
+215.1%
+484.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.6% |
| 7D | -0.4% | -2.1% | +1.7% | +0.6% |
| 30D | -2.5% | -10.5% | +8.0% | +3.0% |
| 3M | +1.5% | -4.9% | +6.3% | +3.4% |
| 6M | +3.9% | -4.9% | +8.8% | +5.6% |
| YTD | +9.5% | -1.7% | +11.2% | +9.0% |
| 1Y | +7.5% | -9.4% | +16.8% | +11.0% |
| 3Y | +30.8% | -22.3% | +53.1% | +44.1% |
| 5Y | +4.8% | -20.5% | +25.3% | +12.4% |
| 10Y | +64.3% | +4.9% | +59.4% | +37.8% |
| All | +699.9% | +215.1% | +484.7% | +287.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling