+135.9%
WMT vs IYR
+6.0%
+129.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.1% |
| 7D | 0.0% | -1.4% | +1.4% | +0.5% |
| 30D | -7.4% | -2.7% | -4.7% | -6.5% |
| 3M | -10.9% | -2.1% | -8.7% | -10.2% |
| 6M | -12.7% | +3.6% | -16.3% | -13.8% |
| YTD | -3.2% | +8.1% | -11.3% | -6.0% |
| 1Y | +5.3% | +4.7% | +0.5% | +3.4% |
| 3Y | +101.9% | +29.1% | +72.7% | +84.1% |
| All | +135.9% | +6.0% | +129.9% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling