+10.5%
IYR vs RUN
-48.3%
+58.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.3% | -14.0% | -2.0% |
| 7D | +2.8% | +30.0% | -27.3% | +1.9% |
| 30D | +7.3% | +27.0% | -19.7% | +6.4% |
| 3M | -2.0% | -5.9% | +3.9% | -2.3% |
| 6M | +1.5% | -26.7% | +28.2% | +1.7% |
| YTD | +10.5% | -46.4% | +56.9% | +10.5% |
| 1Y | +10.5% | -52.1% | +62.6% | +10.7% |
| All | +10.5% | -48.3% | +58.8% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling