+27.5%
IWD vs IRE
-97.2%
+124.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +39.6% | -39.9% | -0.9% |
| 7D | -0.5% | -27.2% | +26.7% | -0.3% |
| 30D | +2.7% | -75.1% | +77.8% | +4.1% |
| 3M | +0.9% | -77.9% | +78.8% | +2.2% |
| 6M | +10.5% | -94.6% | +105.1% | +13.7% |
| YTD | +23.7% | -91.5% | +115.2% | +24.2% |
| 1Y | +28.7% | -97.8% | +126.6% | +31.5% |
| All | +27.5% | -97.2% | +124.7% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling