+65.6%
IYR vs EXPE
+165.2%
-99.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.2% |
| 7D | -2.8% | -8.7% | +5.8% | -1.1% |
| 30D | -2.5% | -13.6% | +11.1% | +0.2% |
| 3M | -3.0% | +26.6% | -29.6% | -8.0% |
| 6M | +1.6% | +19.9% | -18.3% | -3.0% |
| YTD | +7.3% | -1.7% | +9.0% | +5.7% |
| 1Y | +5.6% | +29.4% | -23.8% | -2.8% |
| 3Y | +28.1% | +155.7% | -127.5% | -2.7% |
| 5Y | +6.1% | +93.1% | -87.0% | -18.3% |
| All | +65.6% | +165.2% | -99.5% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling