+13.8%
WFC vs IYR
+5.4%
+8.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +0.3% | -2.8% | +3.1% | +1.8% |
| 30D | +2.3% | -2.5% | +4.8% | +3.6% |
| 3M | +9.8% | -3.0% | +12.7% | +11.2% |
| 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% | +5.9% |
| All | +13.8% | +5.4% | +8.5% | +5.9% |
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 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