+5.7%
IYR vs EXEL
+194.6%
-188.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.3% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | -2.4% | +10.1% | -12.5% | -3.7% |
| 3M | -2.0% | +10.1% | -12.1% | -3.5% |
| 6M | +2.5% | +37.7% | -35.2% | -2.3% |
| YTD | +8.3% | +33.1% | -24.8% | +3.5% |
| 1Y | +6.5% | +52.4% | -45.9% | -0.6% |
| 3Y | +29.3% | +163.8% | -134.5% | +5.6% |
| 5Y | +5.7% | +198.5% | -192.8% | -18.5% |
| All | +5.7% | +194.6% | -188.9% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling