+1,073.8%
EQT vs IYR
+683.6%
+390.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.1% |
| 7D | -1.2% | -2.8% | +1.7% | +0.4% |
| 30D | +1.1% | -2.5% | +3.6% | +2.5% |
| 3M | +4.8% | -3.0% | +7.7% | +6.3% |
| 6M | -10.6% | +1.6% | -12.2% | -11.9% |
| YTD | +3.4% | +7.3% | -3.9% | -1.2% |
| 1Y | +8.7% | +5.6% | +3.1% | +4.8% |
| 3Y | +35.0% | +28.1% | +6.8% | +16.5% |
| 5Y | +204.2% | +6.1% | +198.2% | +190.7% |
| 10Y | +52.5% | +67.7% | -15.2% | +9.9% |
| All | +1,073.8% | +683.6% | +390.3% | +270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling