+78.0%
IBM vs RUN
-12.5%
+90.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.6% | +9.9% | -0.2% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | +7.7% | +14.0% | -6.3% | +6.9% |
| 3M | +3.5% | -11.8% | +15.2% | +3.8% |
| 6M | +7.2% | -40.4% | +47.6% | +9.0% |
| YTD | -15.8% | -52.7% | +36.9% | -14.1% |
| 1Y | -19.3% | -52.5% | +33.2% | -17.8% |
| 3Y | +78.0% | -7.7% | +85.7% | +69.9% |
| All | +78.0% | -12.5% | +90.4% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling