+811.4%
WFC vs IYR
+700.6%
+110.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.5% |
| 7D | +3.8% | -1.2% | +5.0% | +4.9% |
| 30D | +1.5% | -2.9% | +4.3% | +4.1% |
| 3M | +10.9% | +0.8% | +10.0% | +9.7% |
| 6M | +8.4% | +1.9% | +6.6% | +6.1% |
| YTD | -1.9% | +9.6% | -11.5% | -10.4% |
| 1Y | +12.3% | +8.1% | +4.3% | +3.8% |
| 3Y | +132.3% | +29.2% | +103.1% | +78.3% |
| 5Y | +130.1% | +4.3% | +125.8% | +110.5% |
| 10Y | +134.4% | +64.7% | +69.7% | +37.0% |
| All | +811.4% | +700.6% | +110.8% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling