+700.6%
IYR vs EAT
+2,587.9%
-1,887.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -1.2% | 0.0% | -1.3% | -1.3% |
| 30D | -2.9% | +1.9% | -4.7% | -3.6% |
| 3M | +0.8% | +68.7% | -67.8% | -11.4% |
| 6M | +1.9% | +66.9% | -65.0% | -11.4% |
| YTD | +9.6% | +60.4% | -50.8% | -4.1% |
| 1Y | +8.1% | +44.0% | -35.9% | -3.8% |
| 3Y | +29.2% | +604.7% | -575.5% | -26.5% |
| 5Y | +4.3% | +347.0% | -342.7% | -37.3% |
| 10Y | +64.7% | +390.8% | -326.1% | -21.3% |
| All | +700.6% | +2,587.9% | -1,887.3% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling