+232.3%
IYR vs EXPE
+851.4%
-619.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -1.2% | -9.5% | +8.3% | +1.4% |
| 30D | -2.9% | -6.6% | +3.8% | -1.3% |
| 3M | +0.8% | +31.4% | -30.5% | -7.0% |
| 6M | +1.9% | +35.2% | -33.3% | -7.7% |
| YTD | +9.6% | +5.8% | +3.8% | +5.1% |
| 1Y | +8.1% | +38.7% | -30.6% | -4.9% |
| 3Y | +29.2% | +175.8% | -146.6% | -11.1% |
| 5Y | +4.3% | +111.8% | -107.6% | -27.2% |
| 10Y | +64.7% | +179.7% | -115.0% | -6.9% |
| All | +232.3% | +851.4% | -619.2% | -30.0% |
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