+204.5%
WELL vs IYR
+29.8%
+174.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | +0.5% | -2.5% | +3.0% | +2.6% |
| 3M | +19.1% | +1.5% | +17.6% | +17.9% |
| 6M | +17.0% | +3.9% | +13.1% | +14.0% |
| YTD | +29.2% | +9.5% | +19.7% | +21.1% |
| 1Y | +42.1% | +7.5% | +34.7% | +35.2% |
| 3Y | +204.5% | +30.8% | +173.8% | +156.7% |
| All | +204.5% | +29.8% | +174.8% | +156.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling