+5.4%
IYR vs EXC
+41.3%
-35.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.5% |
| 7D | +0.6% | +1.4% | -0.8% | -0.1% |
| 30D | +6.6% | +8.6% | -2.0% | +2.5% |
| 3M | -1.8% | +2.4% | -4.2% | -3.0% |
| 6M | +1.4% | +6.5% | -5.0% | -1.7% |
| YTD | +10.5% | +9.0% | +1.5% | +5.2% |
| 1Y | +10.6% | +4.6% | +6.0% | +7.4% |
| 3Y | +41.8% | +33.5% | +8.3% | +19.3% |
| All | +5.4% | +41.3% | -35.9% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling