+443.3%
WELL vs IYR
+87.2%
+356.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | +6.8% | +5.7% | +1.1% | +0.2% |
| 3M | +6.7% | -0.6% | +7.3% | +7.4% |
| 6M | +13.8% | +0.5% | +13.3% | +13.2% |
| YTD | +33.8% | +10.4% | +23.4% | +19.4% |
| 1Y | +29.6% | +9.2% | +20.4% | +17.1% |
| 3Y | +203.1% | +40.5% | +162.6% | +96.9% |
| 5Y | +223.8% | +5.9% | +217.9% | +194.6% |
| All | +443.3% | +87.2% | +356.2% | +164.4% |
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