+707.1%
IYR vs EAT
+2,215.6%
-1,508.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.6% | -4.0% | +4.6% | +1.5% |
| 30D | +6.6% | -2.9% | +9.5% | +6.8% |
| 3M | -1.8% | -16.9% | +15.1% | +1.7% |
| 6M | +1.4% | +57.0% | -55.5% | -10.3% |
| YTD | +10.5% | +38.2% | -27.7% | -0.6% |
| 1Y | +10.6% | +69.3% | -58.7% | -5.6% |
| 3Y | +41.8% | +483.0% | -441.2% | -16.0% |
| 5Y | +6.0% | +364.1% | -358.1% | -37.2% |
| 10Y | +86.7% | +320.8% | -234.1% | -7.9% |
| All | +707.1% | +2,215.6% | -1,508.4% | +108.4% |
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