+112.4%
WFC vs IYR
+87.3%
+25.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +2.5% | +0.6% | +1.9% | +2.0% |
| 30D | +7.0% | +6.6% | +0.4% | +1.7% |
| 3M | -1.8% | -1.8% | +0.1% | -0.4% |
| 6M | +18.4% | +1.4% | +17.0% | +16.7% |
| YTD | -5.6% | +10.5% | -16.1% | -13.5% |
| 1Y | +3.9% | +10.6% | -6.8% | -4.9% |
| 3Y | +126.3% | +41.8% | +84.5% | +65.5% |
| 5Y | +91.1% | +6.0% | +85.1% | +77.3% |
| All | +112.4% | +87.3% | +25.1% | +37.4% |
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 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