+41.5%
IVZ vs RUN
+68.6%
-27.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | +7.6% | -13.5% | +21.1% | +10.1% |
| 30D | +4.3% | +18.3% | -14.0% | +0.6% |
| 3M | -9.3% | -12.5% | +3.1% | -8.3% |
| 6M | +5.2% | -40.3% | +45.6% | +12.6% |
| YTD | +13.4% | -53.1% | +66.5% | +23.3% |
| 1Y | +25.4% | -54.3% | +79.6% | +36.3% |
| 3Y | +152.5% | -6.5% | +159.0% | +94.6% |
| 5Y | +36.7% | -85.3% | +122.0% | +39.7% |
| All | +41.5% | +68.6% | -27.1% | -27.6% |
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 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