+7.8%
WBD vs IYR
+4.5%
+3.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +2.0% |
| 7D | -0.6% | -2.8% | +2.2% | +2.4% |
| 30D | +4.2% | -2.5% | +6.7% | +6.9% |
| 3M | +7.5% | -3.0% | +10.5% | +10.4% |
| 6M | +1.6% | +1.6% | -0.1% | -1.4% |
| YTD | -2.2% | +7.3% | -9.5% | -10.8% |
| 1Y | +124.9% | +5.6% | +119.3% | +108.7% |
| 3Y | +149.1% | +28.1% | +121.0% | +89.9% |
| 5Y | +7.8% | +6.1% | +1.7% | -4.1% |
| All | +7.8% | +4.5% | +3.3% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling