+65.6%
IYR vs CRL
+249.3%
-183.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | -2.8% | -6.9% | +4.1% | -1.1% |
| 30D | -2.5% | -3.2% | +0.7% | -1.8% |
| 3M | -3.0% | +46.5% | -49.5% | -12.6% |
| 6M | +1.6% | +63.1% | -61.5% | -12.0% |
| YTD | +7.3% | +36.9% | -29.6% | -3.2% |
| 1Y | +5.6% | +78.1% | -72.5% | -12.1% |
| 3Y | +28.1% | +36.7% | -8.6% | +8.9% |
| 5Y | +6.1% | -38.1% | +44.2% | +14.1% |
| All | +65.6% | +249.3% | -183.7% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CRL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling