+28.1%
IYR vs EOG
+22.6%
+5.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.8% | +1.0% | -3.9% | -2.9% |
| 30D | -2.5% | +2.8% | -5.4% | -2.9% |
| 3M | -3.0% | +5.9% | -8.9% | -3.8% |
| 6M | +1.6% | +17.1% | -15.4% | -1.4% |
| YTD | +7.3% | +43.9% | -36.6% | -0.1% |
| 1Y | +5.6% | +26.9% | -21.3% | +0.7% |
| All | +28.1% | +22.6% | +5.5% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling