-3.9%
CARR vs IRE
-85.3%
+81.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.8% | +5.6% | -2.0% |
| 7D | -4.1% | +7.9% | -12.1% | -4.4% |
| 30D | -11.0% | +9.3% | -20.2% | -11.5% |
| 3M | -16.4% | -52.3% | +36.0% | -16.1% |
| 6M | -2.4% | -38.5% | +36.1% | -3.8% |
| YTD | +8.4% | -54.8% | +63.3% | +5.5% |
| All | -3.9% | -85.3% | +81.4% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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