+10.7%
IYR vs EXPD
+39.7%
-29.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.3% |
| 7D | +2.3% | -5.5% | +7.7% | +2.6% |
| 30D | +7.4% | -1.9% | +9.3% | +7.4% |
| 3M | -0.7% | +6.1% | -6.8% | -1.3% |
| 6M | +1.6% | +21.6% | -20.0% | +0.2% |
| YTD | +11.6% | +27.9% | -16.3% | +8.4% |
| All | +10.7% | +39.7% | -29.0% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling