+148.1%
IVZ vs RUN
-2.6%
+150.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -5.0% | -1.3% |
| 7D | -2.8% | +3.2% | -5.9% | -3.4% |
| 30D | -2.2% | +19.5% | -21.7% | -4.6% |
| 3M | -8.1% | -9.6% | +1.5% | -7.7% |
| 6M | +3.8% | -37.3% | +41.1% | +8.0% |
| YTD | +11.5% | -50.7% | +62.2% | +17.2% |
| 1Y | +23.7% | -54.1% | +77.8% | +30.8% |
| All | +148.1% | -2.6% | +150.7% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling