+234.7%
IYR vs EXPE
+733.4%
-498.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -0.1% | -4.2% | +4.1% | +1.0% |
| 30D | +5.7% | -4.5% | +10.2% | +6.4% |
| 3M | -0.6% | -19.7% | +19.1% | +4.3% |
| 6M | +0.5% | +18.3% | -17.8% | -5.5% |
| YTD | +10.4% | -7.3% | +17.8% | +8.7% |
| 1Y | +9.2% | -3.9% | +13.1% | +6.2% |
| 3Y | +40.5% | +123.0% | -82.5% | +2.3% |
| 5Y | +5.9% | +47.9% | -42.0% | -18.0% |
| 10Y | +86.5% | +126.5% | -40.0% | +11.2% |
| All | +234.7% | +733.4% | -498.7% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling