+700.6%
IYR vs IWD
+715.0%
-14.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | 0.0% |
| 7D | -1.2% | -0.3% | -1.0% | -1.0% |
| 30D | -2.9% | +0.6% | -3.4% | -3.5% |
| 3M | +0.8% | +7.2% | -6.4% | -6.4% |
| 6M | +1.9% | +16.2% | -14.4% | -13.1% |
| YTD | +9.6% | +23.3% | -13.7% | -12.1% |
| 1Y | +8.1% | +29.6% | -21.5% | -17.8% |
| 3Y | +29.2% | +70.5% | -41.3% | -26.3% |
| 5Y | +4.3% | +73.5% | -69.2% | -41.6% |
| 10Y | +64.7% | +198.3% | -133.6% | -49.3% |
| All | +700.6% | +715.0% | -14.5% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling