+6.5%
IYR vs RUN
-81.0%
+87.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | -1.4% | -3.7% | +2.4% | -1.1% |
| 30D | -2.7% | -13.0% | +10.3% | -1.6% |
| 3M | -2.1% | -31.8% | +29.7% | +0.5% |
| 6M | +3.6% | -32.2% | +35.8% | +5.9% |
| YTD | +8.1% | -53.5% | +61.6% | +12.8% |
| 1Y | +4.7% | -46.5% | +51.3% | +7.0% |
| 3Y | +29.1% | -37.6% | +66.7% | +15.2% |
| All | +6.5% | -81.0% | +87.5% | +1.7% |
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 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