+413.4%
IWF vs XLRE
+89.0%
+324.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | -0.9% | -1.2% | +0.2% | -0.2% |
| 30D | -1.7% | -2.4% | +0.7% | -0.3% |
| 3M | +0.7% | -2.5% | +3.2% | +1.9% |
| 6M | +8.6% | +4.0% | +4.6% | +5.2% |
| YTD | +3.5% | +9.3% | -5.8% | -2.9% |
| 1Y | +7.0% | +5.6% | +1.4% | +2.4% |
| 3Y | +76.3% | +31.3% | +45.1% | +43.8% |
| 5Y | +74.8% | +9.5% | +65.2% | +60.4% |
| All | +413.4% | +89.0% | +324.4% | +240.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling