+10.6%
IYR vs EAT
+75.7%
-65.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +0.6% | -4.0% | +4.6% | +0.7% |
| 30D | +6.6% | -2.9% | +9.5% | +6.7% |
| 3M | -1.8% | -16.9% | +15.1% | -1.3% |
| 6M | +1.4% | +57.0% | -55.5% | 0.0% |
| YTD | +10.5% | +38.2% | -27.7% | +9.3% |
| 1Y | +10.6% | +69.3% | -58.7% | +8.3% |
| All | +10.6% | +75.7% | -65.1% | +8.3% |
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