-10.6%
EQT vs IYR
+2.0%
-12.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.5% |
| 7D | -1.2% | -2.8% | +1.7% | -1.5% |
| 30D | +1.1% | -2.5% | +3.6% | +0.8% |
| 3M | +4.8% | -3.0% | +7.7% | +4.1% |
| 6M | -10.6% | +1.6% | -12.2% | -9.4% |
| All | -10.6% | +2.0% | -12.6% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 6mo: compounded portfolio wealth divided by compounded IYR 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…
6mo analysis · Full analysis span regression · 6 months rolling