+699.9%
IYR vs IWF
+648.2%
+51.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | -0.4% | +1.5% | -1.9% | -1.5% |
| 30D | -2.5% | -1.3% | -1.3% | -1.7% |
| 3M | +1.5% | +0.1% | +1.3% | +0.5% |
| 6M | +3.9% | +10.3% | -6.4% | -4.8% |
| YTD | +9.5% | +4.2% | +5.4% | +4.6% |
| 1Y | +7.5% | +9.3% | -1.9% | -1.6% |
| 3Y | +30.8% | +79.3% | -48.6% | -21.9% |
| 5Y | +4.8% | +73.8% | -69.0% | -37.5% |
| 10Y | +64.3% | +410.9% | -346.6% | -62.1% |
| All | +699.9% | +648.2% | +51.7% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IWF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling