+6,135.9%
WELL vs IJR
+1,153.0%
+4,982.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.3% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -0.1% | -2.4% | +2.3% | +1.6% |
| 3M | +18.0% | +3.9% | +14.1% | +14.4% |
| 6M | +15.0% | +12.4% | +2.6% | +5.0% |
| YTD | +28.6% | +21.5% | +7.1% | +10.7% |
| 1Y | +42.9% | +24.0% | +18.9% | +20.6% |
| 3Y | +203.0% | +49.7% | +153.3% | +113.3% |
| 5Y | +206.9% | +39.7% | +167.2% | +123.4% |
| 10Y | +339.5% | +169.0% | +170.5% | +94.5% |
| All | +6,135.9% | +1,153.0% | +4,982.9% | +931.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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