+700.6%
IYR vs EXEL
+110.7%
+589.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.2% | +8.4% | -9.6% | -2.3% |
| 30D | -2.9% | +4.1% | -6.9% | -3.5% |
| 3M | +0.8% | +12.4% | -11.6% | -0.8% |
| 6M | +1.9% | +41.5% | -39.7% | -3.0% |
| YTD | +9.6% | +34.6% | -25.0% | +4.9% |
| 1Y | +8.1% | +57.9% | -49.8% | +0.9% |
| 3Y | +29.2% | +159.5% | -130.3% | +11.1% |
| 5Y | +4.3% | +198.5% | -194.2% | -12.9% |
| 10Y | +64.7% | +411.4% | -346.7% | +18.4% |
| All | +700.6% | +110.7% | +589.8% | +295.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling