+33.6%
IVZ vs RUN
-85.5%
+119.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | +0.4% |
| 7D | +5.1% | -13.7% | +18.8% | +7.3% |
| 30D | -1.6% | +9.4% | -10.9% | -3.6% |
| 3M | -9.1% | -13.4% | +4.3% | -8.1% |
| 6M | +1.8% | -39.6% | +41.4% | +8.0% |
| YTD | +10.8% | -53.7% | +64.5% | +19.7% |
| 1Y | +19.1% | -56.2% | +75.3% | +29.3% |
| 3Y | +144.4% | -9.7% | +154.2% | +90.5% |
| 5Y | +33.6% | -85.5% | +119.0% | +43.1% |
| All | +33.6% | -85.5% | +119.1% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling