+28.3%
IYR vs EXE
+188.3%
-160.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.8% | -2.2% | -0.6% | -2.5% |
| 30D | -2.5% | -0.8% | -1.7% | -2.4% |
| 3M | -3.0% | +10.0% | -13.0% | -4.4% |
| 6M | +1.6% | -6.3% | +8.0% | +2.3% |
| YTD | +7.3% | -10.7% | +18.0% | +8.6% |
| 1Y | +5.6% | +2.7% | +2.9% | +4.2% |
| 3Y | +28.1% | +19.1% | +9.0% | +22.3% |
| 5Y | +6.1% | +105.4% | -99.3% | -5.4% |
| All | +28.3% | +188.3% | -160.0% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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