+41.8%
IYR vs EXPD
+75.3%
-33.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.6% | +5.5% | -4.9% | -0.5% |
| 30D | +6.6% | -0.8% | +7.4% | +6.6% |
| 3M | -1.8% | +4.1% | -6.0% | -2.8% |
| 6M | +1.4% | +25.7% | -24.2% | -3.5% |
| YTD | +10.5% | +31.4% | -20.9% | +3.2% |
| 1Y | +10.6% | +42.2% | -31.6% | +1.0% |
| 3Y | +41.8% | +77.2% | -35.4% | +10.7% |
| All | +41.8% | +75.3% | -33.5% | +10.7% |
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