+591.5%
EWT vs IYR
+683.4%
-91.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | +2.1% | -0.9% | +3.0% | +2.6% |
| 30D | +9.4% | -2.4% | +11.7% | +10.7% |
| 3M | +10.9% | -2.0% | +12.9% | +11.5% |
| 6M | +57.9% | +2.5% | +55.5% | +55.1% |
| YTD | +75.9% | +8.3% | +67.6% | +67.9% |
| 1Y | +89.7% | +6.5% | +83.2% | +82.5% |
| 3Y | +200.9% | +29.3% | +171.6% | +159.8% |
| 5Y | +154.5% | +5.7% | +148.8% | +141.0% |
| 10Y | +520.8% | +69.2% | +451.6% | +346.7% |
| All | +591.5% | +683.4% | -91.9% | +94.6% |
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