+39.3%
IYR vs CART
+111.7%
-72.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.6% |
| 7D | +2.8% | +1.2% | +1.6% | +2.7% |
| 30D | +7.3% | +27.1% | -19.8% | +5.6% |
| 3M | -2.0% | +27.4% | -29.5% | -3.7% |
| 6M | +1.5% | +32.1% | -30.6% | -0.6% |
| YTD | +10.5% | +28.5% | -17.9% | +8.2% |
| 1Y | +10.5% | +58.8% | -48.3% | +6.3% |
| All | +39.3% | +111.7% | -72.4% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling