+50.5%
IVZ vs RUN
+133.0%
-82.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.4% | +9.2% | +7.2% |
| 7D | +4.1% | +18.1% | -14.0% | +0.8% |
| 30D | -2.0% | +27.5% | -29.5% | -6.6% |
| 3M | -7.8% | -4.5% | -3.3% | -8.0% |
| 6M | +6.3% | -33.3% | +39.6% | +11.8% |
| YTD | +12.6% | -47.1% | +59.6% | +20.0% |
| 1Y | +27.6% | -43.1% | +70.8% | +33.8% |
| 3Y | +154.0% | -3.0% | +157.0% | +95.6% |
| 5Y | +37.3% | -82.6% | +119.9% | +36.3% |
| 10Y | +50.5% | +103.3% | -52.8% | -21.8% |
| All | +50.5% | +133.0% | -82.5% | -21.8% |
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