+64.7%
IVZ vs RUN
+43.6%
+21.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +0.6% | +1.3% | -0.6% | +0.4% |
| 30D | +4.0% | -15.3% | +19.3% | +6.6% |
| 3M | +18.2% | -40.0% | +58.2% | +27.7% |
| 6M | +32.8% | -27.0% | +59.8% | +37.9% |
| YTD | +28.7% | -51.7% | +80.4% | +40.5% |
| 1Y | +55.4% | -45.9% | +101.3% | +64.0% |
| 3Y | +135.2% | -43.8% | +179.0% | +102.4% |
| 5Y | +64.2% | -80.5% | +144.7% | +59.1% |
| All | +64.7% | +43.6% | +21.0% | -11.0% |
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