+5.4%
IYR vs EXPD
+60.9%
-55.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.6% | +5.5% | -4.9% | -1.0% |
| 30D | +6.6% | -0.8% | +7.4% | +6.7% |
| 3M | -1.8% | +4.1% | -6.0% | -3.2% |
| 6M | +1.4% | +25.7% | -24.2% | -5.8% |
| YTD | +10.5% | +31.4% | -20.9% | 0.0% |
| 1Y | +10.6% | +42.2% | -31.6% | -2.9% |
| 3Y | +41.8% | +77.2% | -35.4% | +11.8% |
| All | +5.4% | +60.9% | -55.5% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling