+12.4%
IYR vs CAPR
+47.4%
-35.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.3% | -5.1% | +3.1% |
| 7D | +6.9% | +43.2% | -36.3% | +6.9% |
| 30D | +10.2% | +14.7% | -4.4% | +10.2% |
| 3M | -0.3% | +113.9% | -114.2% | -0.4% |
| 6M | +3.6% | -73.4% | +77.0% | +3.6% |
| YTD | +12.5% | -69.1% | +81.6% | +12.5% |
| 1Y | +12.4% | +47.2% | -34.7% | +12.2% |
| All | +12.4% | +47.4% | -35.0% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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