+10.7%
CARR vs IYR
+6.0%
+4.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +0.8% |
| 7D | -3.8% | -1.4% | -2.4% | -2.6% |
| 30D | -8.9% | -2.7% | -6.2% | -6.8% |
| 3M | -17.3% | -2.1% | -15.2% | -16.2% |
| 6M | -1.4% | +3.6% | -5.0% | -4.8% |
| YTD | +10.0% | +8.1% | +1.9% | +2.4% |
| 1Y | -6.4% | +4.7% | -11.1% | -10.5% |
| 3Y | +1.5% | +29.1% | -27.6% | -19.6% |
| All | +10.7% | +6.0% | +4.6% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling