+41.7%
IYR vs CART
+137.8%
-96.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.7% |
| 3M | +0.4% | +15.6% | -15.3% | -0.7% |
| 6M | +1.4% | +44.9% | -43.5% | -1.2% |
| YTD | +11.3% | +30.0% | -18.6% | +9.0% |
| 1Y | +10.5% | +56.6% | -46.1% | +6.4% |
| 3Y | +41.7% | +131.9% | -90.2% | +25.8% |
| All | +41.7% | +137.8% | -96.1% | +25.8% |
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