+700.6%
IYR vs EXC
+634.4%
+66.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.2% |
| 7D | -1.2% | +0.3% | -1.5% | -1.4% |
| 30D | -2.9% | -3.7% | +0.9% | -1.0% |
| 3M | +0.8% | -1.3% | +2.1% | +1.3% |
| 6M | +1.9% | -9.7% | +11.6% | +6.8% |
| YTD | +9.6% | +2.9% | +6.7% | +7.3% |
| 1Y | +8.1% | +4.4% | +3.7% | +4.9% |
| 3Y | +29.2% | +22.2% | +7.0% | +14.1% |
| 5Y | +4.3% | +46.7% | -42.4% | -16.8% |
| 10Y | +64.7% | +155.3% | -90.6% | -2.3% |
| All | +700.6% | +634.4% | +66.2% | +344.5% |
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