+349.8%
WELL vs IYR
+69.7%
+280.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.9% |
| 7D | -0.2% | -1.4% | +1.1% | +1.3% |
| 30D | +2.3% | -2.7% | +5.0% | +5.5% |
| 3M | +12.3% | -2.1% | +14.4% | +15.1% |
| 6M | +15.6% | +3.6% | +12.0% | +11.1% |
| YTD | +28.3% | +8.1% | +20.2% | +17.3% |
| 1Y | +41.9% | +4.7% | +37.2% | +34.6% |
| 3Y | +198.3% | +29.1% | +169.2% | +114.5% |
| 5Y | +206.4% | +6.9% | +199.5% | +173.7% |
| All | +349.8% | +69.7% | +280.1% | +146.8% |
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