+83.1%
IVV vs RUN
-80.5%
+163.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +0.1% | +1.3% | -1.1% | 0.0% |
| 30D | +0.1% | -15.3% | +15.3% | +1.1% |
| 3M | +2.0% | -40.0% | +42.0% | +5.4% |
| 6M | +13.0% | -27.0% | +40.0% | +14.8% |
| YTD | +13.6% | -51.7% | +65.3% | +17.6% |
| 1Y | +20.1% | -45.9% | +66.0% | +22.6% |
| 3Y | +77.6% | -43.8% | +121.4% | +65.1% |
| All | +83.1% | -80.5% | +163.5% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling