+468.3%
WELL vs IYR
+88.9%
+379.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | +0.1% | -1.2% | +1.3% | +1.5% |
| 30D | +7.8% | +6.1% | +1.7% | +0.7% |
| 3M | +10.2% | +0.9% | +9.3% | +9.0% |
| 6M | +16.4% | +1.2% | +15.2% | +14.9% |
| YTD | +35.2% | +11.1% | +24.0% | +19.7% |
| 1Y | +30.5% | +9.0% | +21.5% | +18.1% |
| 3Y | +206.1% | +41.4% | +164.7% | +97.4% |
| 5Y | +228.3% | +6.7% | +221.6% | +196.2% |
| 10Y | +468.3% | +87.7% | +380.6% | +165.5% |
| All | +468.3% | +88.9% | +379.4% | +165.5% |
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