+10.5%
IYR vs CART
+51.1%
-40.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.1% | +0.3% | +1.8% | +2.1% |
| 30D | +7.2% | +22.4% | -15.3% | +6.4% |
| 3M | +0.4% | +15.6% | -15.3% | -0.3% |
| 6M | +1.4% | +44.9% | -43.5% | +0.5% |
| YTD | +11.3% | +30.0% | -18.6% | +9.2% |
| 1Y | +10.5% | +56.6% | -46.1% | +6.3% |
| All | +10.5% | +51.1% | -40.6% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling