+705.4%
IYR vs CRL
+1,673.3%
-967.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | +2.1% | -1.7% | +3.8% | +2.3% |
| 30D | +7.2% | +14.6% | -7.4% | +3.0% |
| 3M | +0.4% | +24.8% | -24.5% | -5.8% |
| 6M | +1.4% | +94.7% | -93.2% | -15.7% |
| YTD | +11.3% | +73.4% | -62.0% | -5.9% |
| 1Y | +10.5% | +104.7% | -94.2% | -10.7% |
| 3Y | +41.7% | +101.1% | -59.4% | +8.8% |
| 5Y | +7.1% | -10.8% | +17.9% | -0.3% |
| 10Y | +89.1% | +358.8% | -269.7% | +10.3% |
| All | +705.4% | +1,673.3% | -967.9% | +258.4% |
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 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