+820.6%
WMT vs IYR
+699.9%
+120.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | -5.0% | -2.5% | -2.4% | -4.2% |
| 3M | -11.3% | +1.5% | -12.7% | -11.7% |
| 6M | -13.8% | +3.9% | -17.6% | -14.8% |
| YTD | -4.2% | +9.5% | -13.7% | -6.8% |
| 1Y | +4.6% | +7.5% | -2.9% | +2.2% |
| 3Y | +100.5% | +30.8% | +69.7% | +84.0% |
| 5Y | +129.7% | +4.8% | +124.9% | +123.1% |
| 10Y | +423.4% | +64.3% | +359.1% | +337.5% |
| All | +820.6% | +699.9% | +120.8% | +187.7% |
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