+690.9%
IYR vs ITW
+1,486.4%
-795.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.1% |
| 7D | -0.9% | -1.9% | +1.0% | +0.2% |
| 30D | -2.4% | -10.4% | +8.0% | +4.0% |
| 3M | -2.0% | +3.5% | -5.5% | -4.4% |
| 6M | +2.5% | -3.4% | +5.8% | +3.8% |
| YTD | +8.3% | +8.5% | -0.2% | +2.2% |
| 1Y | +6.5% | +3.2% | +3.2% | +3.2% |
| 3Y | +29.3% | +18.9% | +10.4% | +14.2% |
| 5Y | +5.7% | +35.0% | -29.4% | -14.5% |
| 10Y | +69.2% | +188.6% | -119.4% | -18.0% |
| All | +690.9% | +1,486.4% | -795.5% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 all: compounded portfolio wealth divided by compounded ITW 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…
all analysis · Full analysis span regression · 6 months rolling