+86.0%
IYR vs EXPD
+334.2%
-248.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.6% |
| 7D | +2.3% | -5.5% | +7.7% | +4.2% |
| 30D | +7.4% | -1.9% | +9.3% | +8.0% |
| 3M | -0.7% | +6.1% | -6.8% | -3.1% |
| 6M | +1.6% | +21.6% | -20.0% | -5.8% |
| YTD | +11.6% | +27.9% | -16.3% | +0.2% |
| 1Y | +10.5% | +39.4% | -28.9% | -4.1% |
| 3Y | +43.4% | +72.7% | -29.3% | +11.7% |
| 5Y | +6.8% | +60.3% | -53.5% | -15.8% |
| 10Y | +86.0% | +332.6% | -246.6% | +1.6% |
| All | +86.0% | +334.2% | -248.2% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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