+30.6%
IWD vs IRE
-97.5%
+128.1%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.1% | -11.7% | +0.3% |
| 7D | -0.6% | -15.1% | +14.6% | -0.5% |
| 30D | +3.6% | -71.4% | +75.0% | +4.9% |
| 3M | +2.7% | -81.2% | +83.8% | +4.2% |
| 6M | +13.2% | -93.7% | +106.9% | +16.2% |
| YTD | +26.8% | -92.2% | +119.0% | +27.4% |
| 1Y | +29.3% | -97.3% | +126.5% | +31.4% |
| All | +30.6% | -97.5% | +128.1% | +32.5% |
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