+187.6%
IJR vs RUN
-32.6%
+220.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.5% |
| 7D | -1.1% | -1.8% | +0.7% | -0.9% |
| 30D | -3.6% | -10.8% | +7.2% | -2.4% |
| 3M | +2.3% | -30.2% | +32.5% | +6.2% |
| 6M | +14.3% | -22.3% | +36.7% | +16.4% |
| YTD | +19.3% | -52.2% | +71.5% | +26.7% |
| 1Y | +22.6% | -45.1% | +67.7% | +26.9% |
| 3Y | +53.5% | -37.1% | +90.6% | +35.2% |
| 5Y | +39.9% | -80.3% | +120.2% | +34.6% |
| 10Y | +172.1% | +45.2% | +126.8% | +86.3% |
| All | +187.6% | -32.6% | +220.2% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling