+75.4%
IVV vs RUN
-8.7%
+84.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | -2.7% | +33.4% | -36.1% | -4.0% |
| 30D | -5.4% | +31.1% | -36.5% | -6.6% |
| 3M | -4.1% | +6.4% | -10.5% | -4.5% |
| 6M | +0.7% | -22.2% | +22.9% | +1.4% |
| YTD | +8.7% | -45.8% | +54.5% | +10.3% |
| 1Y | +11.0% | -51.1% | +62.1% | +12.8% |
| 3Y | +75.4% | -3.0% | +78.4% | +64.6% |
| All | +75.4% | -8.7% | +84.1% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling