+66.9%
IYR vs RUN
+42.2%
+24.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -1.4% | -3.7% | +2.4% | -1.0% |
| 30D | -2.7% | -13.0% | +10.3% | -1.5% |
| 3M | -2.1% | -31.8% | +29.7% | +0.9% |
| 6M | +3.6% | -32.2% | +35.8% | +6.2% |
| YTD | +8.1% | -53.5% | +61.6% | +13.4% |
| 1Y | +4.7% | -46.5% | +51.3% | +7.3% |
| 3Y | +29.1% | -37.6% | +66.7% | +15.5% |
| 5Y | +6.9% | -80.9% | +87.8% | +3.1% |
| All | +66.9% | +42.2% | +24.7% | +12.1% |
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 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