+87.7%
IYR vs EXC
+197.6%
-109.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.2% | -1.4% | +0.2% | -0.5% |
| 30D | +6.1% | +8.3% | -2.2% | +1.5% |
| 3M | +0.9% | +2.6% | -1.7% | -0.6% |
| 6M | +1.2% | +5.2% | -4.0% | -1.9% |
| YTD | +11.1% | +7.5% | +3.6% | +5.8% |
| 1Y | +9.0% | +3.2% | +5.8% | +6.0% |
| 3Y | +41.4% | +29.5% | +11.9% | +18.7% |
| 5Y | +6.7% | +39.7% | -33.0% | -15.4% |
| 10Y | +87.7% | +200.1% | -112.4% | +7.5% |
| All | +87.7% | +197.6% | -109.9% | +7.5% |
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