+69.2%
IYR vs EXC
+152.4%
-83.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | -2.4% | -0.9% | -1.5% | -1.9% |
| 3M | -2.0% | -2.7% | +0.7% | -0.7% |
| 6M | +2.5% | -9.4% | +11.9% | +7.7% |
| YTD | +8.3% | +3.0% | +5.3% | +5.7% |
| 1Y | +6.5% | +5.1% | +1.3% | +2.4% |
| 3Y | +29.3% | +20.6% | +8.7% | +13.1% |
| 5Y | +5.7% | +45.7% | -40.0% | -18.4% |
| 10Y | +69.2% | +160.8% | -91.6% | -1.6% |
| All | +69.2% | +152.4% | -83.1% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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