+713.1%
IYR vs EXC
+666.2%
+47.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +7.2% | +9.0% | -1.9% | +2.5% |
| 3M | +0.4% | +3.3% | -2.9% | -1.4% |
| 6M | +1.4% | +5.7% | -4.2% | -1.6% |
| YTD | +11.3% | +7.3% | +4.0% | +6.6% |
| 1Y | +10.5% | +2.9% | +7.6% | +7.9% |
| 3Y | +41.7% | +29.3% | +12.4% | +21.5% |
| 5Y | +7.1% | +40.1% | -33.0% | -12.5% |
| 10Y | +89.1% | +197.7% | -108.6% | +4.1% |
| All | +713.1% | +666.2% | +47.0% | +341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling