+5,899.7%
WELL vs IYR
+700.6%
+5,199.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -1.4% |
| 7D | -0.8% | -1.2% | +0.4% | +0.3% |
| 30D | -0.1% | -2.9% | +2.8% | +2.5% |
| 3M | +18.0% | +0.8% | +17.2% | +17.4% |
| 6M | +15.0% | +1.9% | +13.1% | +13.4% |
| YTD | +28.6% | +9.6% | +19.0% | +18.9% |
| 1Y | +42.9% | +8.1% | +34.8% | +33.7% |
| 3Y | +203.0% | +29.2% | +173.8% | +139.3% |
| 5Y | +206.9% | +4.3% | +202.6% | +191.8% |
| 10Y | +339.5% | +64.7% | +274.8% | +209.5% |
| All | +5,899.7% | +700.6% | +5,199.1% | +1,154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling