+133.3%
WFC vs IYR
+29.2%
+104.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.6% |
| 7D | +0.4% | -0.9% | +1.4% | +1.0% |
| 30D | +2.5% | -2.4% | +4.8% | +3.8% |
| 3M | +10.0% | -2.0% | +12.0% | +11.1% |
| 6M | +15.1% | +2.5% | +12.6% | +13.0% |
| YTD | -2.2% | +8.3% | -10.5% | -7.2% |
| 1Y | +13.5% | +6.5% | +7.0% | +8.7% |
| All | +133.3% | +29.2% | +104.2% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling