+14.6%
IVZ vs RUN
-23.6%
+38.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -2.4% | +33.4% | -35.9% | -7.2% |
| 30D | -11.2% | +31.1% | -42.4% | -15.4% |
| 3M | -14.0% | +6.4% | -20.4% | -15.6% |
| 6M | +0.5% | -22.2% | +22.7% | +2.7% |
| YTD | +5.4% | -45.8% | +51.2% | +11.6% |
| 1Y | +19.5% | -51.1% | +70.6% | +27.6% |
| 3Y | +128.7% | -3.0% | +131.7% | +81.9% |
| 5Y | +28.8% | -82.2% | +111.0% | +26.7% |
| 10Y | +52.3% | +111.9% | -59.6% | -5.8% |
| All | +14.6% | -23.6% | +38.1% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling