+29.3%
IYR vs EAT
+587.9%
-558.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.8% |
| 7D | -0.9% | -6.8% | +5.9% | -0.3% |
| 30D | -2.4% | -5.4% | +3.0% | -2.0% |
| 3M | -2.0% | +42.8% | -44.8% | -5.4% |
| 6M | +2.5% | +56.5% | -54.0% | -2.2% |
| YTD | +8.3% | +50.0% | -41.7% | +3.5% |
| 1Y | +6.5% | +38.3% | -31.8% | +2.5% |
| All | +29.3% | +587.9% | -558.6% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling