+84.9%
EWT vs IYR
+6.2%
+78.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | -1.1% | -1.4% | +0.2% | -1.0% |
| 30D | +4.5% | -2.7% | +7.1% | +4.7% |
| 3M | +8.3% | -2.1% | +10.4% | +7.9% |
| 6M | +54.2% | +3.6% | +50.6% | +47.4% |
| YTD | +74.6% | +8.1% | +66.4% | +64.1% |
| 1Y | +84.9% | +4.7% | +80.2% | +73.5% |
| All | +84.9% | +6.2% | +78.7% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling