+42.6%
IYR vs RUN
-2.6%
+45.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.4% |
| 7D | -1.2% | +3.2% | -4.4% | -1.5% |
| 30D | +6.1% | +19.5% | -13.4% | +4.9% |
| 3M | +0.9% | -9.6% | +10.5% | +1.2% |
| 6M | +1.2% | -37.3% | +38.5% | +3.0% |
| YTD | +11.1% | -50.7% | +61.8% | +13.5% |
| 1Y | +9.0% | -54.1% | +63.0% | +11.6% |
| All | +42.6% | -2.6% | +45.2% | +20.9% |
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