+33.0%
IYR vs CART
+39.2%
-6.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.6% |
| 7D | -0.1% | +1.2% | -1.3% | -0.2% |
| 30D | +5.7% | +17.8% | -12.1% | +4.5% |
| 3M | -0.6% | +20.7% | -21.3% | -1.9% |
| 6M | +0.5% | +49.7% | -49.2% | -2.3% |
| YTD | +10.4% | +30.0% | -19.6% | +8.0% |
| 1Y | +9.2% | +48.4% | -39.2% | +5.7% |
| 3Y | +40.5% | +132.0% | -91.4% | +27.4% |
| All | +33.0% | +39.2% | -6.2% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling