+6.1%
IYR vs EOG
+172.6%
-166.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.8% | +1.0% | -3.9% | -3.0% |
| 30D | -2.5% | +2.8% | -5.4% | -3.0% |
| 3M | -3.0% | +5.9% | -8.9% | -4.0% |
| 6M | +1.6% | +17.1% | -15.4% | -1.3% |
| YTD | +7.3% | +43.9% | -36.6% | +0.5% |
| 1Y | +5.6% | +26.9% | -21.3% | +0.9% |
| 3Y | +28.1% | +23.6% | +4.6% | +21.5% |
| 5Y | +6.1% | +178.1% | -172.0% | -8.0% |
| All | +6.1% | +172.6% | -166.5% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling