+10.7%
IYR vs IWD
+29.9%
-19.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.1% |
| 7D | +2.3% | +1.3% | +1.0% | +1.3% |
| 30D | +7.4% | +3.6% | +3.8% | +4.8% |
| 3M | -0.7% | +2.3% | -3.0% | -2.4% |
| 6M | +1.6% | +13.0% | -11.4% | -6.5% |
| YTD | +11.6% | +26.2% | -14.6% | -5.3% |
| All | +10.7% | +29.9% | -19.2% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling