+699.9%
IYR vs EOG
+2,439.8%
-1,739.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.4% | -2.0% | +1.6% | +0.1% |
| 30D | -2.5% | +7.9% | -10.4% | -4.5% |
| 3M | +1.5% | +4.5% | -3.0% | -0.1% |
| 6M | +3.9% | +12.3% | -8.4% | -0.1% |
| YTD | +9.5% | +41.9% | -32.3% | -1.0% |
| 1Y | +7.5% | +27.8% | -20.4% | -0.4% |
| 3Y | +30.8% | +21.8% | +9.0% | +20.8% |
| 5Y | +4.8% | +174.0% | -169.2% | -24.9% |
| 10Y | +64.3% | +110.4% | -46.0% | +11.1% |
| All | +699.9% | +2,439.8% | -1,739.9% | +214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling