+700.6%
IYR vs IWF
+650.6%
+50.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | +0.5% | -1.8% | -1.7% |
| 30D | -2.9% | -0.4% | -2.5% | -2.6% |
| 3M | +0.8% | -2.6% | +3.4% | +2.0% |
| 6M | +1.9% | +9.1% | -7.3% | -5.9% |
| YTD | +9.6% | +4.5% | +5.1% | +4.5% |
| 1Y | +8.1% | +10.1% | -2.0% | -1.6% |
| 3Y | +29.2% | +77.6% | -48.4% | -22.3% |
| 5Y | +4.3% | +73.7% | -69.4% | -37.8% |
| 10Y | +64.7% | +411.5% | -346.8% | -62.0% |
| All | +700.6% | +650.6% | +50.0% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling