+11.4%
WBD vs IYR
+69.7%
-58.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -1.2% |
| 7D | -0.7% | -1.4% | +0.6% | +0.3% |
| 30D | +1.4% | -2.7% | +4.1% | +3.6% |
| 3M | +4.4% | -2.1% | +6.5% | +5.9% |
| 6M | +0.8% | +3.6% | -2.8% | -2.7% |
| YTD | -2.7% | +8.1% | -10.8% | -9.5% |
| 1Y | +73.4% | +4.7% | +68.7% | +65.3% |
| 3Y | +142.1% | +29.1% | +113.0% | +100.0% |
| 5Y | +7.2% | +6.9% | +0.3% | +1.0% |
| All | +11.4% | +69.7% | -58.3% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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