+33.1%
IYR vs CART
+40.2%
-7.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +0.6% | +1.3% | -0.7% | +0.5% |
| 30D | +6.6% | +19.2% | -12.6% | +5.3% |
| 3M | -1.8% | +17.6% | -19.4% | -3.0% |
| 6M | +1.4% | +47.4% | -45.9% | -1.3% |
| YTD | +10.5% | +30.9% | -20.4% | +8.1% |
| 1Y | +10.6% | +46.0% | -35.3% | +7.2% |
| 3Y | +41.8% | +130.3% | -88.5% | +28.6% |
| All | +33.1% | +40.2% | -7.0% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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