+91.5%
IYR vs RUN
-29.4%
+120.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.4% |
| 7D | -0.4% | +10.2% | -10.5% | -1.2% |
| 30D | -2.5% | -9.6% | +7.1% | -1.8% |
| 3M | +1.5% | -31.5% | +33.0% | +4.2% |
| 6M | +3.9% | -18.7% | +22.6% | +4.6% |
| YTD | +9.5% | -49.9% | +59.4% | +13.7% |
| 1Y | +7.5% | -45.5% | +53.0% | +9.8% |
| 3Y | +30.8% | -34.1% | +64.9% | +18.3% |
| 5Y | +4.8% | -79.4% | +84.2% | +0.7% |
| 10Y | +64.3% | +48.9% | +15.4% | +26.5% |
| All | +91.5% | -29.4% | +120.9% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling