+69.2%
IYR vs IWD
+195.0%
-125.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.6% |
| 7D | -0.9% | -1.2% | +0.3% | +0.2% |
| 30D | -2.4% | -1.6% | -0.7% | -0.9% |
| 3M | -2.0% | +7.0% | -9.0% | -8.1% |
| 6M | +2.5% | +17.0% | -14.5% | -11.6% |
| YTD | +8.3% | +21.6% | -13.3% | -10.0% |
| 1Y | +6.5% | +28.0% | -21.5% | -15.7% |
| 3Y | +29.3% | +70.6% | -41.2% | -21.9% |
| 5Y | +5.7% | +73.3% | -67.7% | -36.9% |
| 10Y | +69.2% | +200.5% | -131.3% | -36.7% |
| All | +69.2% | +195.0% | -125.8% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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