diff --git a/pyfolio/plotting.py b/pyfolio/plotting.py
index bd340136..052c3195 100644
--- a/pyfolio/plotting.py
+++ b/pyfolio/plotting.py
@@ -645,7 +645,7 @@ def show_perf_stats(returns, factor_returns=None, positions=None,
         perf_stats = pd.DataFrame(perf_stats_all, columns=['Backtest'])
 
     for column in perf_stats.columns:
-        for stat, value in perf_stats[column].iteritems():
+        for stat, value in perf_stats[column].items():
             if stat in STAT_FUNCS_PCT:
                 perf_stats.loc[stat, column] = str(np.round(value * 100,
                                                             3)) + '%'
diff --git a/pyfolio/round_trips.py b/pyfolio/round_trips.py
index 05c2eaad..8a0f9cfa 100644
--- a/pyfolio/round_trips.py
+++ b/pyfolio/round_trips.py
@@ -301,7 +301,7 @@ def add_closing_transactions(positions, transactions):
     # they don't conflict with other round_trips executed at that time.
     end_dt = open_pos.name + pd.Timedelta(seconds=1)
 
-    for sym, ending_val in open_pos.iteritems():
+    for sym, ending_val in open_pos.items():
         txn_sym = transactions[transactions.symbol == sym]
 
         ending_amount = txn_sym.amount.sum()
diff --git a/pyfolio/utils.py b/pyfolio/utils.py
index 794542af..ba6a56d6 100644
--- a/pyfolio/utils.py
+++ b/pyfolio/utils.py
@@ -152,7 +152,7 @@ def extract_rets_pos_txn_from_zipline(backtest):
         backtest.index = backtest.index.tz_localize('UTC')
     returns = backtest.returns
     raw_positions = []
-    for dt, pos_row in backtest.positions.iteritems():
+    for dt, pos_row in backtest.positions.items():
         df = pd.DataFrame(pos_row)
         df.index = [dt] * len(df)
         raw_positions.append(df)