+29.6%
IWD vs IRE
-97.8%
+127.3%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.0% |
| 7D | +1.3% | -15.5% | +16.8% | +1.2% |
| 30D | +3.6% | -70.4% | +74.0% | +4.8% |
| 3M | +2.3% | -81.6% | +83.9% | +4.0% |
| 6M | +13.0% | -94.7% | +107.7% | +16.4% |
| YTD | +26.2% | -91.8% | +117.9% | +26.7% |
| All | +29.6% | -97.8% | +127.3% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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