+30.8%
IYR vs EXPD
+68.7%
-37.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.2% | -1.1% | -0.1% | -1.0% |
| 30D | -2.9% | +4.1% | -6.9% | -3.7% |
| 3M | +0.8% | +17.9% | -17.1% | -2.9% |
| 6M | +1.9% | +29.2% | -27.4% | -4.2% |
| YTD | +9.6% | +27.4% | -17.7% | +2.7% |
| 1Y | +8.1% | +56.8% | -48.7% | -5.3% |
| All | +30.8% | +68.7% | -37.9% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling