+168.1%
IJR vs RUN
+42.2%
+125.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -2.2% | -3.7% | +1.5% | -1.7% |
| 30D | -4.6% | -13.0% | +8.4% | -3.0% |
| 3M | +0.2% | -31.8% | +32.0% | +4.7% |
| 6M | +14.7% | -32.2% | +46.9% | +19.1% |
| YTD | +18.9% | -53.5% | +72.3% | +27.3% |
| 1Y | +19.9% | -46.5% | +66.5% | +24.8% |
| 3Y | +53.0% | -37.6% | +90.6% | +32.6% |
| 5Y | +40.9% | -80.9% | +121.7% | +35.7% |
| All | +168.1% | +42.2% | +125.9% | +56.5% |
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