+94.3%
IYR vs RUN
-30.6%
+124.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.6% |
| 7D | -1.2% | +3.2% | -4.4% | -1.6% |
| 30D | +6.1% | +19.5% | -13.4% | +4.2% |
| 3M | +0.9% | -9.6% | +10.5% | +1.3% |
| 6M | +1.2% | -37.3% | +38.5% | +4.2% |
| YTD | +11.1% | -50.7% | +61.8% | +15.0% |
| 1Y | +9.0% | -54.1% | +63.0% | +13.3% |
| 3Y | +41.4% | -3.9% | +45.3% | +23.1% |
| 5Y | +6.7% | -84.4% | +91.0% | +4.9% |
| 10Y | +87.7% | +77.5% | +10.2% | +43.7% |
| All | +94.3% | -30.6% | +124.9% | +50.3% |
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