+5.6%
IYR vs EXPE
+28.4%
-22.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | -2.8% | -8.7% | +5.8% | -2.3% |
| 30D | -2.5% | -13.6% | +11.1% | -1.7% |
| 3M | -3.0% | +26.6% | -29.6% | -4.0% |
| 6M | +1.6% | +19.9% | -18.3% | +0.6% |
| YTD | +7.3% | -1.7% | +9.0% | +7.5% |
| 1Y | +5.6% | +29.4% | -23.8% | +2.7% |
| All | +5.6% | +28.4% | -22.8% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling