+75.1%
IWF vs VNQ
+7.0%
+68.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.3% |
| 7D | -0.9% | -1.3% | +0.3% | -0.1% |
| 30D | -1.7% | -2.6% | +0.9% | -0.2% |
| 3M | +0.7% | -2.0% | +2.7% | +1.6% |
| 6M | +8.6% | +4.3% | +4.2% | +4.9% |
| YTD | +3.5% | +9.2% | -5.7% | -3.1% |
| 1Y | +7.0% | +5.6% | +1.4% | +2.3% |
| 3Y | +76.3% | +30.8% | +45.5% | +42.1% |
| All | +75.1% | +7.0% | +68.0% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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