-2.5%
CARR vs IRE
-85.1%
+82.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | -3.8% | -4.5% | +0.7% | -3.7% |
| 30D | -8.9% | -7.8% | -1.1% | -9.0% |
| 3M | -17.3% | -60.0% | +42.7% | -16.6% |
| 6M | -1.4% | -48.3% | +46.9% | -2.6% |
| YTD | +10.0% | -54.5% | +64.5% | +7.0% |
| All | -2.5% | -85.1% | +82.7% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling