+990.2%
IBKR vs RUN
+42.2%
+948.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | -1.3% | -3.7% | +2.4% | -1.0% |
| 30D | -0.2% | -13.0% | +12.8% | +1.2% |
| 3M | +3.0% | -31.8% | +34.7% | +6.7% |
| 6M | +33.9% | -32.2% | +66.1% | +38.2% |
| YTD | +42.5% | -53.5% | +96.0% | +51.3% |
| 1Y | +44.9% | -46.5% | +91.4% | +50.9% |
| 3Y | +293.0% | -37.6% | +330.6% | +250.1% |
| 5Y | +497.7% | -80.9% | +578.5% | +482.7% |
| All | +990.2% | +42.2% | +948.0% | +567.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling