+700.6%
IYR vs EXPD
+2,146.5%
-1,445.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | -2.9% | +4.1% | -6.9% | -4.4% |
| 3M | +0.8% | +17.9% | -17.1% | -5.6% |
| 6M | +1.9% | +29.2% | -27.4% | -8.4% |
| YTD | +9.6% | +27.4% | -17.7% | -1.8% |
| 1Y | +8.1% | +56.8% | -48.7% | -11.3% |
| 3Y | +29.2% | +68.0% | -38.8% | +1.6% |
| 5Y | +4.3% | +61.9% | -57.6% | -18.4% |
| 10Y | +64.7% | +316.0% | -251.3% | -13.7% |
| All | +700.6% | +2,146.5% | -1,445.9% | +208.3% |
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 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