+41.8%
IYR vs IWF
+65.9%
-24.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +0.6% | +2.8% | -2.2% | -0.1% |
| 30D | +6.6% | -7.5% | +14.1% | +8.6% |
| 3M | -1.8% | -8.5% | +6.7% | +0.3% |
| 6M | +1.4% | -7.4% | +8.9% | +3.1% |
| YTD | +10.5% | -2.6% | +13.2% | +10.3% |
| 1Y | +10.6% | -1.8% | +12.5% | +10.1% |
| 3Y | +41.8% | +65.5% | -23.6% | +1.7% |
| All | +41.8% | +65.9% | -24.1% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling