+309.6%
IVV vs RUN
+133.0%
+176.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.6% |
| 7D | +0.1% | +18.1% | -18.0% | -1.6% |
| 30D | -3.3% | +27.5% | -30.8% | -5.7% |
| 3M | -2.4% | -4.5% | +2.1% | -2.4% |
| 6M | +2.6% | -33.3% | +35.9% | +5.5% |
| YTD | +11.3% | -47.1% | +58.4% | +15.0% |
| 1Y | +13.4% | -43.1% | +56.6% | +16.2% |
| 3Y | +80.3% | -3.0% | +83.3% | +54.1% |
| 5Y | +72.7% | -82.6% | +155.3% | +71.0% |
| 10Y | +309.6% | +103.3% | +206.3% | +169.5% |
| All | +309.6% | +133.0% | +176.6% | +169.5% |
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