+69.2%
IYR vs CAPR
-77.3%
+146.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -1.1% |
| 7D | -0.9% | -12.6% | +11.7% | -0.8% |
| 30D | -2.4% | +124.4% | -126.8% | -3.2% |
| 3M | -2.0% | -66.8% | +64.8% | -1.7% |
| 6M | +2.5% | -71.8% | +74.3% | +2.9% |
| YTD | +8.3% | -70.1% | +78.4% | +8.7% |
| 1Y | +6.5% | +33.3% | -26.9% | +3.2% |
| 3Y | +29.3% | +36.7% | -7.4% | +22.9% |
| 5Y | +5.7% | +72.5% | -66.8% | -0.6% |
| 10Y | +69.2% | -77.3% | +146.5% | +52.3% |
| All | +69.2% | -77.3% | +146.5% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling