-1.3%
IWF vs XLRE
+14.1%
-15.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.2% |
| 7D | -4.2% | +7.1% | -11.3% | -4.6% |
| 30D | -8.1% | +10.9% | -19.1% | -9.0% |
| 3M | -5.1% | +0.7% | -5.8% | -5.0% |
| 6M | -1.4% | +4.1% | -5.6% | -2.3% |
| YTD | -0.1% | +14.5% | -14.6% | -4.5% |
| 1Y | -1.3% | +14.1% | -15.4% | -5.4% |
| All | -1.3% | +14.1% | -15.4% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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