+66.9%
IYR vs EOG
+121.1%
-54.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -1.4% | +1.5% | -2.9% | -1.6% |
| 30D | -2.7% | +2.9% | -5.6% | -3.2% |
| 3M | -2.1% | +8.7% | -10.9% | -3.8% |
| 6M | +3.6% | +12.9% | -9.3% | +0.8% |
| YTD | +8.1% | +43.8% | -35.7% | +0.5% |
| 1Y | +4.7% | +27.1% | -22.4% | -0.6% |
| 3Y | +29.1% | +25.9% | +3.2% | +21.5% |
| 5Y | +6.9% | +177.9% | -171.0% | -15.2% |
| All | +66.9% | +121.1% | -54.1% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 10y: compounded portfolio wealth divided by compounded EOG 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…
10y analysis · Full analysis span regression · 6 months rolling