+32.1%
IYR vs EXE
+165.2%
-133.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +0.6% | +5.3% | -4.7% | -0.1% |
| 30D | +6.6% | -2.2% | +8.8% | +6.8% |
| 3M | -1.8% | -5.9% | +4.1% | -1.1% |
| 6M | +1.4% | -5.7% | +7.2% | +2.0% |
| YTD | +10.5% | -17.8% | +28.4% | +13.0% |
| 1Y | +10.6% | -23.1% | +33.8% | +14.3% |
| 3Y | +41.8% | +21.2% | +20.6% | +34.6% |
| 5Y | +6.0% | +78.8% | -72.8% | -3.9% |
| All | +32.1% | +165.2% | -133.1% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling