+41.8%
IYR vs EXEL
+230.5%
-188.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | +6.6% | +13.1% | -6.6% | +5.4% |
| 3M | -1.8% | +36.3% | -38.2% | -4.5% |
| 6M | +1.4% | +34.5% | -33.1% | -1.3% |
| YTD | +10.5% | +57.4% | -46.9% | +5.9% |
| 1Y | +10.6% | +62.9% | -52.3% | +5.6% |
| 3Y | +41.8% | +229.5% | -187.7% | +19.7% |
| All | +41.8% | +230.5% | -188.6% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling