+44.6%
IVZ vs RUN
+94.0%
-49.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.6% | +10.4% | +1.6% |
| 7D | +2.2% | +0.3% | +1.8% | +1.6% |
| 30D | -2.2% | +14.0% | -16.2% | -5.0% |
| 3M | -8.4% | -11.8% | +3.3% | -7.5% |
| 6M | +6.2% | -40.4% | +46.5% | +13.7% |
| YTD | +12.4% | -52.7% | +65.1% | +22.0% |
| 1Y | +26.0% | -52.5% | +78.5% | +36.1% |
| 3Y | +147.9% | -7.7% | +155.6% | +91.9% |
| 5Y | +38.8% | -83.9% | +122.6% | +39.2% |
| 10Y | +44.6% | +84.9% | -40.4% | -24.4% |
| All | +44.6% | +94.0% | -49.4% | -24.4% |
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