+702.4%
IYR vs IWD
+717.4%
-15.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | +2.0% | -0.5% | +2.4% | +2.4% |
| 30D | +8.2% | +2.7% | +5.6% | +5.3% |
| 3M | -1.7% | +0.9% | -2.6% | -2.6% |
| 6M | -0.4% | +10.5% | -10.9% | -10.4% |
| YTD | +9.9% | +23.7% | -13.8% | -12.2% |
| 1Y | +10.4% | +28.7% | -18.3% | -15.4% |
| 3Y | +38.4% | +79.7% | -41.3% | -25.4% |
| 5Y | +5.2% | +69.7% | -64.5% | -39.6% |
| 10Y | +83.8% | +211.4% | -127.6% | -46.0% |
| All | +702.4% | +717.4% | -15.0% | +4.0% |
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