+30.8%
IYR vs CAPR
+42.0%
-11.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | -0.1% |
| 7D | -0.4% | -9.5% | +9.1% | -0.4% |
| 30D | -2.5% | +121.5% | -124.0% | -2.9% |
| 3M | +1.5% | -65.4% | +66.8% | +1.6% |
| 6M | +3.9% | -67.5% | +71.4% | +4.0% |
| YTD | +9.5% | -68.6% | +78.1% | +9.7% |
| 1Y | +7.5% | +42.7% | -35.2% | +5.8% |
| 3Y | +30.8% | +43.4% | -12.6% | +19.3% |
| All | +30.8% | +42.0% | -11.2% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling