+2.5%
WFC vs IYR
+12.4%
-9.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +0.5% |
| 7D | +4.5% | +6.9% | -2.4% | +0.9% |
| 30D | +7.4% | +10.2% | -2.9% | +2.0% |
| 3M | -0.5% | -0.3% | -0.2% | -0.8% |
| 6M | +11.7% | +3.6% | +8.1% | +8.8% |
| YTD | -4.6% | +12.5% | -17.1% | -12.0% |
| 1Y | +2.5% | +12.4% | -9.9% | -5.4% |
| All | +2.5% | +12.4% | -9.9% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling