+293.4%
WBD vs IYR
+232.1%
+61.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | -1.7% | -0.9% | -0.8% | -1.2% |
| 30D | +3.9% | -2.4% | +6.2% | +5.2% |
| 3M | +5.1% | -2.0% | +7.1% | +6.1% |
| 6M | +0.6% | +2.5% | -1.9% | -1.2% |
| YTD | -3.2% | +8.3% | -11.5% | -7.9% |
| 1Y | +127.7% | +6.5% | +121.2% | +118.9% |
| 3Y | +146.6% | +29.3% | +117.2% | +116.7% |
| 5Y | +4.2% | +5.7% | -1.5% | +2.7% |
| 10Y | +13.7% | +69.2% | -55.5% | -13.1% |
| All | +293.4% | +232.1% | +61.3% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling