+66.9%
IYR vs IWF
+422.7%
-355.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.3% |
| 7D | -1.4% | -0.9% | -0.4% | -0.8% |
| 30D | -2.7% | -1.7% | -0.9% | -1.7% |
| 3M | -2.1% | +0.7% | -2.8% | -3.0% |
| 6M | +3.6% | +8.6% | -5.0% | -2.3% |
| YTD | +8.1% | +3.5% | +4.6% | +4.8% |
| 1Y | +4.7% | +7.0% | -2.3% | -1.0% |
| 3Y | +29.1% | +76.3% | -47.2% | -14.6% |
| 5Y | +6.9% | +74.8% | -67.8% | -30.2% |
| All | +66.9% | +422.7% | -355.8% | -49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling