+179.3%
IJH vs RUN
+42.2%
+137.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -1.9% | -3.7% | +1.9% | -1.4% |
| 30D | -4.6% | -13.0% | +8.4% | -3.1% |
| 3M | -1.2% | -31.8% | +30.6% | +2.9% |
| 6M | +9.4% | -32.2% | +41.6% | +13.3% |
| YTD | +13.3% | -53.5% | +66.8% | +20.8% |
| 1Y | +13.4% | -46.5% | +59.9% | +17.6% |
| 3Y | +50.4% | -37.6% | +88.1% | +31.1% |
| 5Y | +49.0% | -80.9% | +129.8% | +43.8% |
| All | +179.3% | +42.2% | +137.1% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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