+711.5%
IYR vs EXPD
+2,215.4%
-1,503.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.3% |
| 7D | -1.2% | -1.6% | +0.4% | -0.7% |
| 30D | +6.1% | +0.6% | +5.5% | +5.7% |
| 3M | +0.9% | +9.8% | -8.9% | -2.9% |
| 6M | +1.2% | +25.8% | -24.6% | -7.9% |
| YTD | +11.1% | +31.3% | -20.1% | -1.8% |
| 1Y | +9.0% | +40.9% | -32.0% | -6.5% |
| 3Y | +41.4% | +74.7% | -33.3% | +9.3% |
| 5Y | +6.7% | +62.9% | -56.2% | -16.7% |
| 10Y | +87.7% | +334.3% | -246.7% | -3.5% |
| All | +711.5% | +2,215.4% | -1,503.9% | +208.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling