+142.7%
WFC vs IYR
+68.4%
+74.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.5% |
| 7D | +0.3% | -2.8% | +3.1% | +2.5% |
| 30D | +2.3% | -2.5% | +4.8% | +4.3% |
| 3M | +9.8% | -3.0% | +12.7% | +12.1% |
| 6M | +15.6% | +1.6% | +13.9% | +13.6% |
| YTD | -2.4% | +7.3% | -9.7% | -8.3% |
| 1Y | +13.8% | +5.6% | +8.2% | +8.3% |
| 3Y | +134.6% | +28.1% | +106.5% | +87.4% |
| 5Y | +127.9% | +6.1% | +121.8% | +110.7% |
| All | +142.7% | +68.4% | +74.3% | +67.5% |
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