+5.6%
IYR vs EAT
+38.2%
-32.6%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.8% | -6.2% | +3.4% | -2.6% |
| 30D | -2.5% | -3.0% | +0.5% | -2.5% |
| 3M | -3.0% | +45.6% | -48.6% | -4.3% |
| 6M | +1.6% | +53.5% | -51.9% | +0.2% |
| YTD | +7.3% | +49.6% | -42.3% | +5.6% |
| 1Y | +5.6% | +38.9% | -33.3% | +6.3% |
| All | +5.6% | +38.2% | -32.6% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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