-1.8%
CARR vs IYR
+12.4%
-14.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -1.8% |
| 7D | -0.7% | +6.9% | -7.6% | -5.6% |
| 30D | +0.3% | +10.2% | -9.9% | -7.1% |
| 3M | -14.9% | -0.3% | -14.6% | -14.5% |
| 6M | -14.9% | +3.6% | -18.5% | -18.3% |
| YTD | +7.0% | +12.5% | -5.5% | -6.2% |
| 1Y | -1.8% | +12.4% | -14.2% | -13.8% |
| All | -1.8% | +12.4% | -14.1% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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