+5.4%
IYR vs RUN
-85.3%
+90.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +0.6% | -13.5% | +14.1% | +1.7% |
| 30D | +6.6% | +18.3% | -11.7% | +4.8% |
| 3M | -1.8% | -12.5% | +10.7% | -1.2% |
| 6M | +1.4% | -40.3% | +41.8% | +4.8% |
| YTD | +10.5% | -53.1% | +63.6% | +14.8% |
| 1Y | +10.6% | -54.3% | +64.9% | +14.9% |
| 3Y | +41.8% | -6.5% | +48.3% | +19.6% |
| All | +5.4% | -85.3% | +90.7% | +7.4% |
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