+693.0%
IYR vs CRL
+1,379.5%
-686.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.3% |
| 7D | -1.2% | -1.0% | -0.2% | -1.0% |
| 30D | -2.9% | +10.7% | -13.5% | -5.4% |
| 3M | +0.8% | +55.3% | -54.4% | -10.3% |
| 6M | +1.9% | +60.7% | -58.8% | -11.1% |
| YTD | +9.6% | +44.6% | -35.0% | -2.3% |
| 1Y | +8.1% | +77.7% | -69.7% | -9.2% |
| 3Y | +29.2% | +37.6% | -8.4% | +10.3% |
| 5Y | +4.3% | -35.8% | +40.1% | +6.1% |
| 10Y | +64.7% | +241.7% | -177.0% | +4.0% |
| All | +693.0% | +1,379.5% | -686.5% | +272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling