+6.1%
IYR vs CRS
+1,358.7%
-1,352.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -2.8% | -4.1% | +1.3% | -2.2% |
| 30D | -2.5% | -16.6% | +14.0% | 0.0% |
| 3M | -3.0% | -14.3% | +11.3% | -1.3% |
| 6M | +1.6% | +11.6% | -10.0% | -1.1% |
| YTD | +7.3% | +42.6% | -35.3% | +0.1% |
| 1Y | +5.6% | +81.8% | -76.2% | -6.1% |
| 3Y | +28.1% | +632.1% | -603.9% | -16.2% |
| 5Y | +6.1% | +1,401.6% | -1,395.5% | -41.1% |
| All | +6.1% | +1,358.7% | -1,352.6% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 5y: compounded portfolio wealth divided by compounded CRS 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…
5y analysis · Full analysis span regression · 6 months rolling