+83.6%
IYR vs CRL
+350.3%
-266.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +6.6% | +11.9% | -5.4% | +3.0% |
| 3M | -1.8% | +20.2% | -22.0% | -7.1% |
| 6M | +1.4% | +107.5% | -106.1% | -17.4% |
| YTD | +10.5% | +69.4% | -58.9% | -6.3% |
| 1Y | +10.6% | +99.7% | -89.1% | -10.5% |
| 3Y | +41.8% | +98.8% | -57.0% | +7.4% |
| 5Y | +6.0% | -12.4% | +18.5% | +2.9% |
| All | +83.6% | +350.3% | -266.7% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling